Yuan, Sida; Kawai, Reiichiro Numerical aspects of shot noise representation of infinitely divisible laws and related processes. (English) Zbl 1469.60063 Probab. Surv. 18, 201-271 (2021). MSC: 60E07 60G51 60G55 65C05 65C30 PDFBibTeX XMLCite \textit{S. Yuan} and \textit{R. Kawai}, Probab. Surv. 18, 201--271 (2021; Zbl 1469.60063) Full Text: DOI arXiv
Iksanov, Alexander; Rashytov, Bohdan A functional limit theorem for general shot noise processes. (English) Zbl 1434.60106 J. Appl. Probab. 57, No. 1, 280-294 (2020). MSC: 60F17 60G55 PDFBibTeX XMLCite \textit{A. Iksanov} and \textit{B. Rashytov}, J. Appl. Probab. 57, No. 1, 280--294 (2020; Zbl 1434.60106) Full Text: DOI arXiv
Pang, Guodong; Zhou, Yuhang Functional limit theorems for a new class of non-stationary shot noise processes. (English) Zbl 1380.60041 Stochastic Processes Appl. 128, No. 2, 505-544 (2018). MSC: 60F17 60G55 60F05 PDFBibTeX XMLCite \textit{G. Pang} and \textit{Y. Zhou}, Stochastic Processes Appl. 128, No. 2, 505--544 (2018; Zbl 1380.60041) Full Text: DOI
Klüppelberg, Claudia; Kühn, Christoph Fractional Brownian motion as a weak limit of Poisson shot noise processes – with applications to finance. (English) Zbl 1075.60020 Stochastic Processes Appl. 113, No. 2, 333-351 (2004). Reviewer: Ken-ichi Yoshihara (Tokyo) MSC: 60F17 60G55 60G15 PDFBibTeX XMLCite \textit{C. Klüppelberg} and \textit{C. Kühn}, Stochastic Processes Appl. 113, No. 2, 333--351 (2004; Zbl 1075.60020) Full Text: DOI
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Daley, D. J. The absolute convergence of weighted sums of dependent sequences of random variables. (English) Zbl 0464.60051 Z. Wahrscheinlichkeitstheor. Verw. Geb. 58, 199-203 (1981). MSC: 60G50 60F99 60B99 PDFBibTeX XMLCite \textit{D. J. Daley}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 58, 199--203 (1981; Zbl 0464.60051) Full Text: DOI