# Stochastic differential equations with boundary conditions driven by a Poisson noise.

Alabert, Aureli; Marmolejo, Miguel Ángel

Electronic Journal of Probability [electronic only] (2004)

- Volume: 9, page 230-254
- ISSN: 1083-589X

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topAlabert, Aureli, and Marmolejo, Miguel Ángel. "Stochastic differential equations with boundary conditions driven by a Poisson noise.." Electronic Journal of Probability [electronic only] 9 (2004): 230-254. <http://eudml.org/doc/124989>.

@article{Alabert2004,

author = {Alabert, Aureli, Marmolejo, Miguel Ángel},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {anticipating integral; reciprocal processes; reciprocal properties; stochastic flow induced by Poisson equations; Poisson noise; forward equation; backward and Skorokhod-type equations; canonical Poisson space; linear equations; existence; uniqueness; differentiability; absolute continuity; chaos decomposition},

language = {eng},

pages = {230-254},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Stochastic differential equations with boundary conditions driven by a Poisson noise.},

url = {http://eudml.org/doc/124989},

volume = {9},

year = {2004},

}

TY - JOUR

AU - Alabert, Aureli

AU - Marmolejo, Miguel Ángel

TI - Stochastic differential equations with boundary conditions driven by a Poisson noise.

JO - Electronic Journal of Probability [electronic only]

PY - 2004

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 9

SP - 230

EP - 254

LA - eng

KW - anticipating integral; reciprocal processes; reciprocal properties; stochastic flow induced by Poisson equations; Poisson noise; forward equation; backward and Skorokhod-type equations; canonical Poisson space; linear equations; existence; uniqueness; differentiability; absolute continuity; chaos decomposition

UR - http://eudml.org/doc/124989

ER -

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