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• W3013486086 abstract "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" @default.
• W3013486086 created "2020-04-03" @default.
• W3013486086 creator A5034386294 @default.
• W3013486086 creator A5088214603 @default.
• W3013486086 date "2020-03-24" @default.
• W3013486086 modified "2023-10-16" @default.
• W3013486086 title "Sample path large deviations for the multiplicative Poisson shot noise process with compensation" @default.
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• W3013486086 doi "https://doi.org/10.1080/17442508.2020.1744605" @default.
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