Semiclassical analysis and a new result for Poisson - Lévy excursion measures
نویسنده
چکیده
The Poisson-Lévy excursion measure for the diffusion process with small noise satisfying the Itô equation dXε = b(Xε(t))dt + √ ε dB(t) is studied and the asymptotic behaviour in ε is investigated. The leading order term is obtained exactly and it is shown that at an equilibrium point there are only two possible forms for this term Lévy or Hawkes – Truman. We also compute the next to leading order.
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تاریخ انتشار 2008