Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity |
scientific article |
Statements
Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (English)
0 references
1 August 2012
0 references
exponential martingale
0 references
large deviations
0 references
Cox process
0 references
Poisson shot noise
0 references
