Asymptotic evaluation of the Poisson measures for tubes around jump curves
Xavier Bardina ; Carles Rovira ; Samy Tindel
Applicationes Mathematicae, Tome 29 (2002), p. 145-156 / Harvested from The Polish Digital Mathematics Library
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We find the asymptotic behavior of P(||X-ϕ|| ≤ ε) when X is the solution of a linear stochastic differential equation driven by a Poisson process and ϕ the solution of a linear differential equation driven by a pure jump function.

Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:279771 
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     title = {Asymptotic evaluation of the Poisson measures for tubes around jump curves},
     journal = {Applicationes Mathematicae},
     volume = {29},
     year = {2002},
     pages = {145-156},
     zbl = {1006.60031},
     language = {en},
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Xavier Bardina; Carles Rovira; Samy Tindel. Asymptotic evaluation of the Poisson measures for tubes around jump curves. Applicationes Mathematicae, Tome 29 (2002) pp. 145-156. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am29-2-3/