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Sibirskii Matematicheskii Zhurnal, 2017, Volume 58, Number 3, Pages 660–672
DOI: https://doi.org/10.17377/smzh.2017.58.314 (Mi smj2887) 		 
This article is cited in 2 scientific papers (total in 2 papers)

The extended large deviation principle for a process with independent increments

A. A. Mogul'skiĭ

Sobolev Institute of Mathematics, Novosibirsk, Russia
Full-text PDF (309 kB) Citations (2)
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DOI: https://doi.org/10.17377/smzh.2017.58.314
Abstract: 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.
Keywords: compound Poisson process, process with independent increments, Cramér condition, deviation rate function, large deviation principle, function with bounded variation, space of functions without discontinuities of the second kind, Borovkov metric.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00220
The author was supported by the Russian Foundation for Basic Research (Grant 14-01-00220).
Received: 08.04.2016
English version:
Siberian Mathematical Journal, 2017, Volume 58, Issue 3, Pages 515–524
DOI: https://doi.org/10.1134/S0037446617030144
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 35R30
Language: Russian
Citation: A. A. Mogul'skiǐ, “The extended large deviation principle for a process with independent increments”, Sibirsk. Mat. Zh., 58:3 (2017), 660–672; Siberian Math. J., 58:3 (2017), 515–524
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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