Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity
type: Item
instance of: scholarly article
title: Exponential martingale and large deviations for a Cox risk process with Poisson shot noise intensity
zbMATH Open document ID: 1263.91028
author: Fuqing Gao
author: Jun Yan
published in: Journal of Mathematical Analysis and Applications
publication date: 2012-08-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6062802
zbMATH Keywords: exponential martingale
zbMATH Keywords: large deviations
zbMATH Keywords: Cox process
zbMATH Keywords: Poisson shot noise
MaRDI profile type: Publication
full work available at URL: j.jmaa.2012.04.052
OpenAlex ID: W2030428956
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cites work: Large and moderate deviations for estimators of quadratic variational processes of diffusions.
DOI: 10.1016/J.JMAA.2012.04.052
description: scientific article; zbMATH DE number 6062802