Notes on large deviations for branching processes indexed by a Poisson process
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Publication:779835
DOI10.1007/S10986-020-09470-0zbMATH Open1451.60098OpenAlexW3006116601MaRDI QIDQ779835FDOQ779835
Authors: Zhenlong Gao 
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09470-0
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Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Cites Work
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- Large deviation rates for branching processes. I: Single type case
- Harmonic moments and large deviation rates for supercritical branching processes
- Limit theorems for a supercritical Poisson random indexed branching process
- Large and moderate deviations for a renewal randomly indexed branching process
- Stock prices as branching processes
- Stock prices as branching processes in random environments: estimation
- Large and moderate deviations for a class of renewal random indexed branching process
- Large deviations for a Poisson random indexed branching process
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- Barrier option pricing by branching processes
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Cited In (8)
- Deviations for jumping times of a branching process indexed by a Poisson process
- Deviations for martingale convergence of a branching process with random index
- Title not available (Why is that?)
- Large and moderate deviations for a class of renewal random indexed branching process
- Large deviations for a Poisson random indexed branching process
- Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
- Limit theorems for a supercritical Poisson random indexed branching process
- Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process
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