Stochastic differential equations with boundary conditions driven by a Poisson noise

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dc.creatorAlabert, Aureli
dc.creatorMarmolejo, Miguel A.
dc.date2003-09-18
dc.date.accessioned2026-07-07T05:01:17Z
dc.date.available2026-07-07T05:01:17Z
dc.descriptionWe 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.
dc.description24 pages
dc.identifierhttps://arxiv.org/abs/math/0309310
dc.identifierhttp://arxiv.org/abs/math/0309310
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/68615
dc.subjectProbability
dc.subject60H10; 60J25; 34F05
dc.titleStochastic differential equations with boundary conditions driven by a Poisson noise
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