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

From MaRDI portal
scientific article; zbMATH DE number 7553835
Language Label Description Also known as
English
Sample path large deviations for the multiplicative Poisson shot noise process with compensation
scientific article; zbMATH DE number 7553835

    Statements

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