Geodesic
Asymptotic evaluation of the Poisson measures for tubes around jump curves
Xavier Bardina1 ; Carles Rovira2 ; Samy Tindel3
1 Departament de Matemàtiques Universitat Autònoma de Barcelona 08193 Bellaterra, Barcelona, Spain
2 Facultat de Matemàtiques Universitat de Barcelona Gran Via 585 08007 Barcelona, Spain
3 Institut Galilée Université Paris 13 Avenue J. B. Clément 93430 Villetaneuse, France
Applicationes Mathematicae, Tome 29 (2002) no. 2, pp. 145-156 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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We find the asymptotic behavior of $P(\|X-\phi\|\le\varepsilon )$ when $X$ is the solution of a linear stochastic differential equation driven by a Poisson process and $\phi$ the solution of a linear differential equation driven by a pure jump function.
DOI : 10.4064/am29-2-3
Keywords: asymptotic behavior x phi varepsilon solution linear stochastic differential equation driven poisson process phi solution linear differential equation driven pure jump function

Xavier Bardina 1 ; Carles Rovira 2 ; Samy Tindel 3

1 Departament de Matemàtiques Universitat Autònoma de Barcelona 08193 Bellaterra, Barcelona, Spain
2 Facultat de Matemàtiques Universitat de Barcelona Gran Via 585 08007 Barcelona, Spain
3 Institut Galilée Université Paris 13 Avenue J. B. Clément 93430 Villetaneuse, France 
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     title = {Asymptotic evaluation of the {Poisson} measures
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     journal = {Applicationes Mathematicae},
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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) no. 2, pp. 145-156. doi: 10.4064/am29-2-3

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