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.
Alabert, A., & Marmolejo, M. A. (2001). Differential equations with boundary conditions perturbed by a Poisson noise. Stochastic Processes and Their Applications, 91(2), 255–276. https://doi.org/10.1016/S0304-4149(00)00066-1