Asymptotic evaluation of the Poisson measures for tubes around jump curves

DOI10.4064/AM29-2-3zbMATH Open1006.60031OpenAlexW2007861570MaRDI QIDQ4548976FDOQ4548976

Carles Rovira, Xavier Bardina, S. 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

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zbMATH Keywords

Poisson processOnsager-Machlup functionals

Mathematics Subject Classification ID

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

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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