Small ball probabilities for a shifted Poisson process

DOI10.1023/A:1026182304492zbMath1077.60034OpenAlexW171837696MaRDI QIDQ1781262

Paul Deheuvels, Mikhail Lifshits

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026182304492

zbMATH Keywords

Cameron-Martin formulaSkorokhod density technique

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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