Asymptotic evaluation of the Poisson measures for tubes around jump curves

DOI10.4064/am29-2-3zbMath1006.60031OpenAlexW2007861570MaRDI QIDQ4548976

Carles Rovira, Xavier Bardina, Samy Tindel

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am29-2-3

zbMATH Keywords

Poisson processOnsager-Machlup functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

Related Items (2)

The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process ⋮ Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise

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