scientific article; zbMATH DE number 7697196
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Publication:6098822
zbMath1524.91122MaRDI QIDQ6098822
Georgi K. Mitov, Kosto V. Mitov
Publication date: 16 June 2023
Full work available at URL: http://www.math.bas.bg/~pliska/Pliska-18/Pliska-18-2007-213-224.pdf
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Applications of branching processes (60J85) Derivative securities (option pricing, hedging, etc.) (91G20)
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Critical randomly indexed branching processes ⋮ Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process ⋮ Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method ⋮ Large and moderate deviations for a class of renewal random indexed branching process ⋮ Large deviations for a Poisson random indexed branching process ⋮ Controlled branching processes with continuous time ⋮ Notes on large deviations for branching processes indexed by a Poisson process
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