Asymptotic evaluation of the Poisson measures for tubes around jump curves
Xavier Bardina, Carles Rovira, Samy Tindel (2002)
Applicationes Mathematicae
Similarity:
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.