Large Deviations for Processes with Independent Increments
Work
Year: 1987
Type: article
Abstract: Let $\mathscr{X}$ be a topological space and $\mathscr{F}$ denote the Borel $\sigma$-field in $\mathscr{X}$. A family of probability measures $\{P_\lambda\}$ is said to obey the large deviation princi... more
Source: The Annals of Probability
Authors James Lynch, Jayaram Sethuraman
Cites:
Cited by: 181
Related to: 10
FWCI: 2.712
Citation percentile (by year/subfield): 97.98
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze