Limit theorems on large deviations for semimartingales

Robert Sh. Liptser, Anatolii A. Pukhalskii

We consider a sequence $X^n=(X_t^n{)}_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an Itô equation with respect to a Wiener process and a Poissonian martinga…