Abstract
Considering a process with independent increments under the moment Cramer 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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
