Moderate deviations for martingales with bounded jumps

Electronic Communications in Probability

Volumn 1, Issue , 1996, Pages 11-17

  Dembo, A ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Bounded martingale differences; Martingales; Moderate deviations

Indexed keywords

EID: 0001846814     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v1-973     Document Type: Article

References (9)

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5. J. Jacod and A.N. Shiryaev (1987): Limit theorems for stochastic processes SpringerVerlag, Berlin.
6. D. Khoshnevisan (1995): Deviation inequalities for continuous martingales, (preprint)
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9. A. Rackauskas (1990): On probabilities of large deviations for martingales, Liet. Matem. Rink. 30, 784-794.