On Bernstein type inequalities for stochastic integrals of multivariate point processes
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Publication:1999916
DOI10.1016/j.spa.2018.05.014zbMath1426.60062arXiv1703.07966OpenAlexW2602466885WikidataQ129696670 ScholiaQ129696670MaRDI QIDQ1999916
Zhonggen Su, Zheng Yan Lin, Han Chao Wang
Publication date: 27 June 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.07966
Bernstein inequalitymultivariate point processKakutani-Hellinger distanceDoléans-Dade exponentialgeneric chaining method
Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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