Large deviations of semimartingales via convergence of the predictable characteristics-Reference-Cited by-同舟云学术

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Large deviations of semimartingales via convergence of the predictable characteristics

Published:1994-07 Issue:1-2 Volume:49 Page:27-85
ISSN:1045-1129
Container-title:Stochastics and Stochastic Reports
language:en
Short-container-title:Stochastics and Stochastic Reports

Author:

Puhalskii A.¹

Affiliation:

1. a Institute for Problems in Information Transmission , 19, Ermolovoy ul, Moscow, 101447, Russia

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442509408833911

Reference34 articles.

1. Varadhan , S. R. S. 1984. “Large Deviations and Applications, SIAM”. Philadelphia

2. Deuschel , J. D. and Stroock , D. W. 1989. “Large Deviations”. Academic Press.

3. Billingsley , P. 1968. “Convergence of Probability Measures”. Wiley.

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