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 |
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Pages (from-to) | 255-276 |
Journal | Stochastic Processes and their Applications |
Volume | 91 |
DOIs | |
Publication status | Published - 1 Jan 2001 |
Keywords
- 34F05
- 60H10
- 60J25
- Boundary conditions
- Poisson noise
- Reciprocal processes
- Stochastic differential equations