Limit theorems on large deviations for semimartingales
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Publication:3991744
DOI10.1080/17442509208833757zbMath0749.60027arXivmath/0510028OpenAlexW2963915962MaRDI QIDQ3991744
Anatolii A. Puhalskii, Robert Sh. Liptser
Publication date: 28 June 1992
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0510028
Wiener processsemimartingaleslarge deviation principleLegendre-Fenchel transformexponential tightnessPoissonian martingale measure
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