Notes on large deviations for branching processes indexed by a Poisson process

DOI10.1007/S10986-020-09470-0MaRDI QIDQ779835zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

large deviationsPoisson processbranching process

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
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• scientific article; zbMATH DE number 3290008 (Why is no real title available?)
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• scientific article; zbMATH DE number 7697196 (Why is no real title available?)
• Barrier option pricing by branching processes
• Harmonic moments and large deviation rates for supercritical branching processes
• Large and moderate deviations for a class of renewal random indexed branching process
• Large and moderate deviations for a renewal randomly indexed branching process
• Large deviation rates for branching processes. I: Single type case
• Large deviations for a Poisson random indexed branching process
• Limit theorems for a supercritical Poisson random indexed branching process
• Stock prices as branching processes
• Stock prices as branching processes in random environments: estimation

Cited in

(8)

• Deviations for martingale convergence of a branching process with random index
• Large and moderate deviations for a class of renewal random indexed branching process
• Large deviations for a Poisson random indexed branching process
• Limit theorems for a supercritical Poisson random indexed branching process
• Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
• Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process
• Deviations for jumping times of a branching process indexed by a Poisson process
• scientific article; zbMATH DE number 1569639 (Why is no real title available?)

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