Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (Q439235)
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scientific article; zbMATH DE number 6062802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity |
scientific article; zbMATH DE number 6062802 |
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Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity (English)
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1 August 2012
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exponential martingale
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large deviations
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Cox process
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Poisson shot noise
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