Differential equations with boundary conditions perturbed by a Poisson noise

被引：1

作者：

Alabert, A ^{[1
]}

Marmolejo, MA ^{[1
]}

机构：

[1] Autonomous Univ Barcelona, Dept Math, E-08193 Barcelona, Catalonia, Spain

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2001年 / 91卷 / 02期

关键词：

stochastic differential equations; boundary conditions; reciprocal processes; Poisson noise;

D O I：

10.1016/S0304-4149(00)00066-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2001 Elsevier Science B.V. All rights reserved. MSC: 60H10; 60J25; 34F05.

引用

页码：255 / 276

页数：22

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