The method of stochastic exponentials for large deviations
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Publication:1343593
DOI10.1016/0304-4149(94)00004-2zbMath0812.60026OpenAlexW2004327268MaRDI QIDQ1343593
Publication date: 14 May 1995
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)00004-2
large deviation principleCramér conditionexponential tightnessprocesses with independent incrementslarge deviations for semimartingalesstochastic exponentials in weak convergence
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