General shot noise processes and functional convergence to stable processes

DOI10.1007/978-3-642-22368-6_3MaRDI QIDQ2914788zbMATH OpenOpenAlexFDO

Authors Wissem Jedidi, J. Almhana, R. McGorman, V. Choulakian

Publication date 21 September 2012

Published in Stochastic Differential Equations and Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-22368-6_3

zbMATH Keywords

functional limit theoremgeneral shot noise processesstable processes

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

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• The stability of storage models with shot noise input
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