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Sample path large deviations for the multiplicative Poisson shot noise process with compensation
Stochastics ( IF 0.9 ) Pub Date : 2020-03-24 , DOI: 10.1080/17442508.2020.1744605
Hui Jiang 1 , Qingshan Yang 2
Affiliation  

In this paper, we consider a multiplicative Poisson shot noise process with compensation which converges weakly to a fractional Brownian motion. Under mild conditions, the sample path large deviations for this process are established under the uniform topology. The methods include the weak convergence techniques, exponentially good approximation and exponential inequalities



中文翻译:

带有补偿的乘法Poisson散粒噪声过程的样本路径大偏差

在本文中,我们考虑了带补偿的乘法泊松散粒噪声过程,该过程微弱地收敛于分数布朗运动。在温和的条件下,此过程的样品路径在均匀拓扑结构下会产生较大的偏差。这些方法包括弱收敛技术,指数良好近似和指数不等式

更新日期:2020-03-24
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