Asymptotic evaluation of the Poisson measures for tubes around jump curves

DOI10.4064/AM29-2-3MaRDI QIDQ4548976zbMATH OpenOpenAlexFDO

Authors Xavier Bardina, Carles Rovira, S. Tindel

Publication date 27 August 2002

Published in Applicationes Mathematicae (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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Cited in

(2)

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

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