Pages that link to "Item:Q376112"

The following pages link to On large deviations for Poisson stochastic integrals (Q376112):

Displaying 10 items.

• Large deviations for impulsive processes in the scheme of Poisson approximation (Q362493) (← links)
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps (Q640823) (← links)
• Berry-Esseen bounds and Cramér-type large deviations for the volume distribution of Poisson cylinder processes (Q847907) (← links)
• Large deviation for stochastic line integrals as \(L^{p}\)-currents (Q975310) (← links)
• Large deviations for stochastic partial differential equations driven by a Poisson random measure (Q1933599) (← links)
• Large deviations for fractional Poisson processes (Q1950771) (← links)
• The local principle of large deviations for compound Poisson process with catastrophes (Q2233652) (← links)
• On minimax robust testing of composite hypotheses on Poisson process intensity (Q2676872) (← links)
• (Q3581703) (← links)
• The Kakutani–Hellinger affinity of processes of Itô processes driven by Poisson random measures (Q4923240) (← links)