Differential equations with boundary conditions perturbed by a Poisson noise

Aureli Alabert and Miguel A. Marmolejo

Stochastic Processes and their Applications, 2001, vol. 91, issue 2, 255-276

Abstract: 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.

Keywords: Stochastic; differential; equations; Boundary; conditions; Reciprocal; processes; Poisson; noise (search for similar items in EconPapers)
Date: 2001
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