Displaying similar documents to “The Asymptotic Properties of Maximum Likelihood Estimators for Marked Poisson Processes with a Cyclic Intensity Measure.”

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.