Large deviations for vector-valued Lévy processes

DOI10.1016/0304-4149(94)90020-5zbMath0805.60020OpenAlexW1987779745MaRDI QIDQ1332318

Alejandro D. de Acosta

Publication date: 10 October 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90020-5

zbMATH Keywords

large deviation principleLévy processes with sample paths of bounded variationvector-valued Lévy process

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites Work

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