Exponential tightness of a family of Skorohod integrals
Abstract
Exponential tightness of a family of Skorohod integrals is studied in this paper. We first provide a counterexample to illustrate that in general the exponential tightness with speed ε similar to It\o integral does not hold, even for any speed εα with α > 0. Then, some characterizations of this subject are given. Application is also provided to illustrate the proposed results.
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