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.
On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process [link]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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