We prove the global asymptotic equivalence between the experiments generated
by the discrete (high frequency) or continuous observation of a path of a time
inhomogeneous jump-diffusion process and a Gaussian white noise experiment.
Here, the considered parameter is the drift function, and we suppose that the
observation time T tends to ∞. The approximation is given in the sense
of the Le Cam Δ-distance, under smoothness conditions on the unknown
drift function. These asymptotic equivalences are established by constructing
explicit Markov kernels that can be used to reproduce one experiment from the
other.Comment: 20 pages; to appear on ESAIM: P\&S. In this version there are some
improvements in the exposition following the reports suggestion