Asymptotic evaluation of the Poisson measures for tubes around jump curves

Xavier Bardina, Carles Rovira, and Samy Tindel. "Asymptotic evaluation of the Poisson measures for tubes around jump curves." Applicationes Mathematicae 29.2 (2002): 145-156. <http://eudml.org/doc/279771>.

@article{XavierBardina2002,
abstract = {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.},
author = {Xavier Bardina, Carles Rovira, Samy Tindel},
journal = {Applicationes Mathematicae},
keywords = {Onsager-Machlup functionals; Poisson process},
language = {eng},
number = {2},
pages = {145-156},
title = {Asymptotic evaluation of the Poisson measures for tubes around jump curves},
url = {http://eudml.org/doc/279771},
volume = {29},
year = {2002},
}

TY - JOUR
AU - Xavier Bardina
AU - Carles Rovira
AU - Samy Tindel
TI - Asymptotic evaluation of the Poisson measures for tubes around jump curves
JO - Applicationes Mathematicae
PY - 2002
VL - 29
IS - 2
SP - 145
EP - 156
AB - 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.
LA - eng
KW - Onsager-Machlup functionals; Poisson process
UR - http://eudml.org/doc/279771
ER -