Stochastic differential equations with boundary conditions driven by a {P}oisson noise

DOI10.1214/EJP.v9-157zbMath1068.60079MaRDI QIDQ1767518

Miguel Ángel Marmolejo, Aureli Alabert

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124989

zbMATH Keywords

existencedifferentiabilityuniquenesslinear equationsabsolute continuityPoisson noisechaos decompositionforward equationreciprocal processescanonical Poisson spaceanticipating integralbackward and Skorokhod-type equationsreciprocal propertiesstochastic flow induced by Poisson equations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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