{
  "id": "math/0510028",
  "version": "v1",
  "published": "2005-10-03T04:37:31.000Z",
  "updated": "2005-10-03T04:37:31.000Z",
  "title": "Limit theorems on large deviations for semimartingales",
  "authors": [
    "Robert Sh. Liptser",
    "Anatolii A. Pukhalskii"
  ],
  "journal": "Stochastics and Stochastic Reports. Vol 38, 1992, pp. 201--249",
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider a sequence $X^n=(X^n_t)_{t\\ge 0},n\\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For this sequence, we prove the large deviation principle in the Skorokhod space $D=D_{[0,\\infty)}$. We use a new approach based on of exponential tightness. This allows us to establish the large deviation principle under weaker assumptions than before.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-10-03T04:37:31.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10"
    ],
    "keywords": [
      "limit theorems",
      "large deviation principle",
      "semimartingales",
      "poissonian martingale measure",
      "general non-markovian process"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math.....10028L"
    }
  }
}