Large deviations for stochastic differential equations driven by semimartingales

DOI10.1137/S0040585X97T992045MaRDI QIDQ6633341

Wei Wei, Q. Huang, Jinqiao Duan

Publication date: 5 November 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

semimartingalesstochastic differential equationslarge deviationsuniform exponential tightness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Large deviations (60F10)

Cites Work

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• On some degenerate large deviation problems
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