Geodesic
The large deviation principle for a compound Poisson process
Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 119-157

Voir la notice de l'article provenant de la source Math-Net.Ru

For a compound Poisson process, under the moment Cramér condition, the extended large deviation principle is established in the space of functions of bounded variation with the Borovkov metric. 
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A. A. Mogul'skiǐ. The large deviation principle for a compound Poisson process. Matematičeskie trudy, Tome 19 (2016) no. 2, pp. 119-157. http://geodesic.mathdoc.fr/item/MT_2016_19_2_a4/