Title of article :
Differential equations with boundary conditions perturbed by a Poisson noise
Author/Authors :
Alabert، نويسنده , , Aureli and Marmolejo، نويسنده , , Miguel A.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
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 :
Boundary conditions , stochastic differential equations , Reciprocal processes , Poisson noise
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
