Phase transition in a long-memory log-Gaussian Cox process

DOI10.1007/S13160-026-00815-9MaRDI QIDQ7396573zbMATH OpenFDO

Authors Masato Hisakado, Shintaro Mori

Publication date 2026

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1007/S13160-026-00815-9

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Credit risk (91G40) Financial applications of other theories (91G80)

Cites work

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• Stable infinite variance fluctuations in randomly amplified Langevin systems
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• The t Copula and Related Copulas

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