Probability Distributions and Level Crossings of Shot Noise Models

DOI10.1080/17442508208833227MaRDI QIDQ3962258zbMATH OpenOpenAlexFDO

Authors Enzo Orsingher, Francesco Battaglia

Publication date 1982

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508208833227

zbMATH Keywords

computational resultsshot noise processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• High density shot noise and gaussianity
• scientific article; zbMATH DE number 3620755 (Why is no real title available?)
• scientific article; zbMATH DE number 3236488 (Why is no real title available?)
• scientific article; zbMATH DE number 3275154 (Why is no real title available?)
• scientific article; zbMATH DE number 3411914 (Why is no real title available?)
• Stochastic Problems in Physics and Astronomy
• The definition of a multi-dimensional generalization of shot noise

Cited in

(5)

• Crossings of smooth shot noise processes
• FIRST-EXIT TIMES FOR POISSON SHOT NOISE
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• Ruin probabilities in a Markovian shot-noise environment
• On the finiteness of the moments of the measure of level sets of random fields

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