Sample path large deviations for the multiplicative Poisson shot noise process with compensation
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Publication:5086636
DOI10.1080/17442508.2020.1744605OpenAlexW3013486086MaRDI QIDQ5086636
Publication date: 6 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2020.1744605
Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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