Notes on large deviations for branching processes indexed by a Poisson process

DOI10.1007/s10986-020-09470-0zbMath1451.60098OpenAlexW3006116601MaRDI QIDQ779835

Zhenlong Gao

Publication date: 14 July 2020

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-020-09470-0

zbMATH Keywords

branching processlarge deviationsPoisson process

Mathematics Subject Classification ID

Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Large and moderate deviations for a renewal randomly indexed branching process
• Large and moderate deviations for a class of renewal random indexed branching process
• Large deviations for a Poisson random indexed branching process
• Large deviation rates for branching processes. I: Single type case
• Harmonic moments and large deviation rates for supercritical branching processes
• Limit theorems for a supercritical Poisson random indexed branching process
• Stock prices as branching processes
• BARRIER OPTION PRICING BY BRANCHING PROCESSES
• Stock prices as branching processes in random environments: estimation

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