Subcritical branching processes in a random environment without the Cramer condition
Year of publication: |
2012
|
---|---|
Authors: | Vatutin, Vladimir ; Zheng, Xinghua |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 7, p. 2594-2609
|
Publisher: |
Elsevier |
Subject: | Branching process | Random environment | Random walk | Survival probability | Functional limit theorem |
-
Moments, moderate and large deviations for a branching process in a random environment
Huang, Chunmao, (2012)
-
A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor, (2023)
-
The quenched law of the iterated logarithm for one-dimensional random walks in a random environment
Mao, Mingzhi, (2013)
- More ...
-
Critical branching random walks with small drift
Zheng, Xinghua, (2010)
-
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
Li, Yingying, (2014)
-
Volatility inference in the presence of both endogenous time and microstructure noise
Li, Yingying, (2013)
- More ...