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Stochastic differential equations with boundary conditions driven by a Poisson noise

   
@article{EJP157,
	author = {Aureli Alabert and Miguel Angel Marmolejo},
	title = {Stochastic differential equations with boundary conditions driven by a Poisson noise},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {9},
	year = {2004},
	keywords = {stochastic differential equations; boundary conditions; reciprocal processes; Poisson noise},
	abstract = {We consider one-dimensional stochastic differential equations with a  boundary condition, driven by a Poisson process. We study existence  and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when the coefficients are linear, we give an  explicit form of the solution and study the reciprocal process property.},
	pages = {no. 9, 230-254},
	issn = {1083-6489},
	doi = {10.1214/EJP.v9-157},    
        url = {http://ejp.ejpecp.org/article/view/157}}