
doi: 10.1137/1140076
Let \(D([0,T]; R^d)\) be a Skorokhod space, \(\mu^\varepsilon(A)=P\{\xi^\varepsilon(\cdot)\in A\}\), \(A\in {\mathcal B}(D([0,T]; R^d))\), \(\varepsilon > 0\), be a family of probability measures, corresponding to the \(d\)-dimensional locally infinitely divisible processes \(\xi^\varepsilon(t)\), \(t\geq 0\), \(\varepsilon > 0\), defined on some filtered probability space. A general principle of large deviations is proved for the family \(\{\mu^\varepsilon\), \(\varepsilon>0\}\) in terms of the local characteristics of \(\xi^\varepsilon\), \(\varepsilon>0\). Some special cases are discussed in detail.
Generalizations of martingales, Large deviations, semimartingale, infinitely divisible processes, large deviations, Stochastic ordinary differential equations (aspects of stochastic analysis)
Generalizations of martingales, Large deviations, semimartingale, infinitely divisible processes, large deviations, Stochastic ordinary differential equations (aspects of stochastic analysis)
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