Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow

DOI10.1515/RNAM-2018-0005zbMATH Open1440.60041OpenAlexW2794284931WikidataQ130193132 ScholiaQ130193132MaRDI QIDQ1742003FDOQ1742003

V. A. Ogorodnikov, Olga V. Sereseva

Publication date: 11 April 2018

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2018-0005

zbMATH Keywords

correlation functionrandom processPoisson flow

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
• Mathematical aspects of computer-aided share trading
• Numerical stochastic models of piecewise-linear random processes
• Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow

Cited In (2)

• Title not available (Why is that?)
• Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow

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