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Large deviations for multidimensional state-dependent shot-noise processes - MaRDI portal

Large deviations for multidimensional state-dependent shot-noise processes (Q2794728)

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scientific article; zbMATH DE number 6554314
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Large deviations for multidimensional state-dependent shot-noise processes
scientific article; zbMATH DE number 6554314

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    Large deviations for multidimensional state-dependent shot-noise processes (English)
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    11 March 2016
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    large deviations
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    Poisson shot-noise processes
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    sample paths
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    Poisson random measure
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    variational representations
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