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
Pages
22
From page
255
To page
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
Boundary conditions , stochastic differential equations , Reciprocal processes , Poisson noise
Journal title
Stochastic Processes and their Applications
Serial Year
2001
Journal title
Stochastic Processes and their Applications
Record number
1576763
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