Pages that link to "Item:Q2485795"

The following pages link to Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795):

Displaying 11 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• Power law Pólya's urn and fractional Brownian motion (Q389275) (← links)
• A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
• Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
• Functional limit theorems for a new class of non-stationary shot noise processes (Q1688617) (← links)
• From random partitions to fractional Brownian sheets (Q1740530) (← links)
• Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
• Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime (Q5013251) (← links)
• Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises (Q5119414) (← links)
• Scaling limits for a random boxes model (Q5203956) (← links)
• Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input (Q6089005) (← links)