Processes with catastrophes: large deviation point of view

DOI10.1016/j.spa.2024.104447MaRDI QIDQ6615485

Anatoly Yambartsev, Artem Vasilhevich Logachov, Olga M. Logachova

Publication date: 8 October 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

large deviation principlerate functionPoisson processescatastrophes

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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