A prohorov bound for a poisson process and an arbitrary counting process with some applications

Author:

Nikunen Martti1,Valkeila Esko2

Affiliation:

1. a Department of Mathematics , University of Helsinki , Hallituskatu 15,SF-00100, Helsinki, Finland

2. b Computing Centre , University of Helsinki , Teollisuuskatu 23, SF-00510, Helsinki, Finland

Publisher

Informa UK Limited

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. On the asymptotics of locally dependent point processes;Stochastic Processes and their Applications;2012-09

2. On the Approximation of Geometric Fractional Brownian Motion;Optimality and Risk - Modern Trends in Mathematical Finance;2009

3. Poisson approximation, compensators and coupling;Stochastic Analysis and Applications;2000-01

4. On metrics in point process approximation;Stochastics and Stochastic Reports;1995-02

5. A note on the prohorov distance between a counting process and a poisson process;Stochastics and Stochastic Reports;1993-11

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