General Shot Noise Processes and Functional Convergence to Stable Processes

DOI10.1007/978-3-642-22368-6_3zbMath1259.60034OpenAlexW198798615MaRDI QIDQ2914788

Wissem Jedidi, R. McGorman, J. Almhana, Vartan Choulakian

Publication date: 21 September 2012

Published in: Stochastic Differential Equations and Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22368-6_3

zbMATH Keywords

functional limit theoremstable processesgeneral shot noise processes

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Poisson shot noise traffic model and approximation of significant functionals

This page was built for publication: General Shot Noise Processes and Functional Convergence to Stable Processes