vix.ing · top · new · best · stats · spec

A. V. Logachov

  1. Moderate, large and super large deviations principles for Poisson process with uniform catastrophes
    2024/11/28 by A. V. Logachov, Logachov, A., O. Logachova +3 · 1 citation
    Economics, Econometrics and Finance · #60F10 #60J27 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications