Large deviations for multidimensional state-dependent shot-noise processes (Q2794728)
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scientific article; zbMATH DE number 6554314
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| English | Large deviations for multidimensional state-dependent shot-noise processes |
scientific article; zbMATH DE number 6554314 |
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Large deviations for multidimensional state-dependent shot-noise processes (English)
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11 March 2016
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large deviations
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Poisson shot-noise processes
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sample paths
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Poisson random measure
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variational representations
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0.8459163308143616
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0.8388590216636658
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0.8198551535606384
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0.8136008977890015
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0.7759033441543579
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