Differential equations with boundary conditions perturbed by a Poisson noise

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Abstract

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.

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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

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