Sample path large deviations for the multiplicative Poisson shot noise process with compensation (Q5086636): Difference between revisions

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Property / author: Qing-shan Yang / rank
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Property / full work available at URL: https://doi.org/10.1080/17442508.2020.1744605 / rank
 
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Latest revision as of 13:16, 29 July 2024

scientific article; zbMATH DE number 7553835
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English
Sample path large deviations for the multiplicative Poisson shot noise process with compensation
scientific article; zbMATH DE number 7553835

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    Sample path large deviations for the multiplicative Poisson shot noise process with compensation (English)
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    6 July 2022
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    fractional Brownian motion
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    large deviations
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    shot noise process
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    weak convergence method
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