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.
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页码：255 / 276
页数：22
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