Deviations for Martingale Convergence of a Branching Process with Random Index
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s40840-019-00882-x.pdf
Reference14 articles.
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2. Dembo, A., Zeitouni, O.: Large Deviations Techniques and Applications, 2nd edn. Springer, New York (1998)
3. Dion, J.P., Epps, T.W.: Stock prices as branching processes in random environments: estimation. Commun. Stat. Simulat. Comput. 28(4), 957–975 (1999)
4. Epps, T.W.: Stock prices as branching processes. Stoch. Models 12(4), 529–558 (1996)
5. Heyde, C.C.: A invariance principle and some convergence rate results for branching process. Z. W. verw Geb. 20, 271–278 (1971)
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