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A sample path large deviation principle for \(L^2\)-martingale measure processes

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Publication:1819186
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DOI10.1016/S0007-4497(99)00107-4zbMath0951.60024MaRDI QIDQ1819186

Boualem Djehiche, Ingemar Kaj

Publication date: 1 February 2000

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)


zbMATH Keywords

martingale measuremeasure-valued processesFreidlin-Wentzell large deviations


Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57)


Related Items (6)

Large deviations under a viewpoint of metric geometry: measure-valued process cases ⋮ Dean-Kawasaki dynamics: ill-posedness vs. triviality ⋮ SMALL TIME ASYMPTOTICS FOR FLEMING–VIOT PROCESSES ⋮ An explicit Schilder-type theorem for super-Brownian motions ⋮ An explicit Schilder type theorem for super-Brownian motions: Infinite initial measures ⋮ Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks




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