OpenAlex | A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise

A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise

Work

Year: 2014

Type: article

Source: Stochastic Analysis and Applications

Authors Kai Liu, Tusheng Zhang

Institutions Yangtze University, University of Liverpool, University of Manchester

Cites: 25

Cited by: 1

Related to: 10

FWCI: 0.363

Citation percentile (by year/subfield): 52.46

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed