Differential equations with boundary conditions perturbed by a Poisson noise

We consider one-dimensional differential equations with a boundary condition on the interval [0,1], perturbed by a Poisson noise. We study existence and uniqueness, the law of the solution and in which cases the solution is a reciprocal process.

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Year of publication:	2001
Authors:	Alabert, Aureli ; Marmolejo, Miguel A.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 91.2001, 2, p. 255-276
Publisher:	Elsevier
Keywords:	Stochastic differential equations Boundary conditions Reciprocal processes Poisson noise

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875407