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.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
@article{10_4064_am29_2_3,
     author = {Xavier Bardina and Carles Rovira and Samy Tindel},
     title = {Asymptotic evaluation of the {Poisson} measures
for tubes around jump curves},
     journal = {Applicationes Mathematicae},
     pages = {145--156},
     publisher = {mathdoc},
     volume = {29},
     number = {2},
     year = {2002},
     doi = {10.4064/am29-2-3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am29-2-3/}
}
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
SP  - 145
EP  - 156
VL  - 29
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am29-2-3/
DO  - 10.4064/am29-2-3
LA  - en
ID  - 10_4064_am29_2_3
ER  - 
%0 Journal Article
%A Xavier Bardina
%A Carles Rovira
%A Samy Tindel
%T Asymptotic evaluation of the Poisson measures
for tubes around jump curves
%J Applicationes Mathematicae
%D 2002
%P 145-156
%V 29
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4064/am29-2-3/
%R 10.4064/am29-2-3
%G en
%F 10_4064_am29_2_3
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. http://geodesic.mathdoc.fr/articles/10.4064/am29-2-3/

Cité par Sources :