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

Alabert, 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 -