The extended large deviation principle for a process with independent increments
- 作者: Mogul’skiĭ A.A.1
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隶属关系:
- Sobolev Institute of Mathematics
- 期: 卷 58, 编号 3 (2017)
- 页面: 515-524
- 栏目: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171237
- DOI: https://doi.org/10.1134/S0037446617030144
- ID: 171237
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详细
Considering a process with independent increments under the moment Cramér condition, we establish the extended large deviation principle in the space of functions without discontinuities of the second kind which is endowed with the Borovkov metric.
作者简介
A. Mogul’skiĭ
Sobolev Institute of Mathematics
编辑信件的主要联系方式.
Email: mogul@math.nsc.ru
俄罗斯联邦, Novosibirsk
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