Differential equations with boundary conditions perturbed by a Poisson noise

Aureli Alabert; Miguel A. Marmolejo

doi:https://doi.org/10.1016/S0304-4149(00)00066-1

Differential equations with boundary conditions perturbed by a Poisson noise

Aureli Alabert, Miguel A. Marmolejo

Department of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)

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. © 2001 Elsevier Science B.V.

Original language	English
Pages (from-to)	255-276
Journal	Stochastic Processes and their Applications
Volume	91
DOIs	https://doi.org/10.1016/S0304-4149(00)00066-1
Publication status	Published - 1 Jan 2001

Keywords

34F05
60H10
60J25
Boundary conditions
Poisson noise
Reciprocal processes
Stochastic differential equations

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https://doi.org/10.1016/S0304-4149(00)00066-1

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title = "Differential equations with boundary conditions perturbed by a Poisson noise",

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. {\textcopyright} 2001 Elsevier Science B.V.",

keywords = "34F05, 60H10, 60J25, Boundary conditions, Poisson noise, Reciprocal processes, Stochastic differential equations",

author = "Aureli Alabert and Marmolejo, {Miguel A.}",

year = "2001",

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T1 - Differential equations with boundary conditions perturbed by a Poisson noise

AU - Alabert, Aureli

AU - Marmolejo, Miguel A.

PY - 2001/1/1

Y1 - 2001/1/1

N2 - 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. © 2001 Elsevier Science B.V.

AB - 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. © 2001 Elsevier Science B.V.

KW - 34F05

KW - 60H10

KW - 60J25

KW - Boundary conditions

KW - Poisson noise

KW - Reciprocal processes

KW - Stochastic differential equations

U2 - https://doi.org/10.1016/S0304-4149(00)00066-1

DO - https://doi.org/10.1016/S0304-4149(00)00066-1

M3 - Article

VL - 91

SP - 255

EP - 276

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

ER -