A large deviation principle for stochastic integrals
type: Item
instance of: scholarly article
title: A large deviation principle for stochastic integrals
zbMATH Open document ID: 1139.60312
author: Jorge Garcia
published in: Journal of Theoretical Probability
publication date: 2008-06-04T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5284748
zbMATH Keywords: Stochastic integrals
zbMATH Keywords: Large deviations
zbMATH Keywords: Exponential tightness
zbMATH Keywords: SDE
zbMATH Keywords: Uniform exponential tightness
zbMATH Keywords: Almost compactness
zbMATH Keywords: Uniform controlled variations
MaRDI profile type: Publication
full work available at URL: s10959-007-0136-4
OpenAlex ID: W2035537799
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DOI: 10.1007/S10959-007-0136-4
description: scientific article; zbMATH DE number 5284748