| Título: | Stochastic differential equations with boundary conditions driven by a Poisson noise |
| Autores: |
Alabert, Aureli; Universitat Autònoma de Barcelona Marmolejo, Miguel Angel; Universidad del Valle |
| Fecha: | 2004-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
stochastic differential equations; boundary conditions; reciprocal processes; Poisson noise 60H10; 60J25; 34F05 |
| Descripción: | We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when the coefficients are linear, we give an explicit form of the solution and study the reciprocal process property. |
| Idioma: | No aplica |
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