On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process. Nassar, E. & Pardoux, E. Advances in Applied Probability, 49(2):344–367, June, 2017.
Paper doi bibtex @Article{Nassar:2017:LTB,
author = "Elma Nassar and Etienne Pardoux",
title = "On the large-time behaviour of the solution of a
stochastic differential equation driven by a {Poisson}
point process",
journal = j-ADV-APPL-PROB,
volume = "49",
number = "2",
pages = "344--367",
month = jun,
year = "2017",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.1017/apr.2017.4",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat Mar 16 08:55:03 MDT 2019",
bibsource = "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/on-the-largetime-behaviour-of-the-solution-of-a-stochastic-differential-equation-driven-by-a-poisson-point-process/C25EC159C4ED798EF64FD17C6EAF414B",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability",
onlinedate = "26 June 2017",
}
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