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

DOI10.1515/RNAM-2018-0005MaRDI QIDQ1742003zbMATH OpenOpenAlexWikidataFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 52670 (Why is no real title available?)
• 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
• Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
• Stochastical model of a piecewise linear process on the Poisson flow

Cited in

(5)

• scientific article; zbMATH DE number 4046924 (Why is no real title available?)
• Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow
• Stochastical model of a piecewise linear process on the Poisson flow
• Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
• Numerical stochastic models of piecewise-linear random processes

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