Displaying similar documents to “Anticipative calculus for the Poisson process based on the Fock space”

Asymptotic evaluation of the Poisson measures for tubes around jump curves

Xavier Bardina, Carles Rovira, Samy Tindel (2002)

Applicationes Mathematicae

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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.