Download this PDF file Fullscreen Fullscreen Off
References
- Alabert, Aureli; Ferrante, Marco; Nualart, David. Markov field property of stochastic differential equations. Ann. Probab. 23 (1995), no. 3, 1262--1288. MR1349171
- Alabert, Aureli; Marmolejo, Miguel A. Differential equations with boundary conditions perturbed by a Poisson noise. Stochastic Process. Appl. 91 (2001), no. 2, 255--276. MR1807681
- S. Bernstein. Sur les liaisons entre les grandeurs aléatoires. In Verh. Internat. Math.-Kongr., Zurich, pages 288--309, 1932.
- Buckdahn, Rainer; Nualart, David. Skorohod stochastic differential equations with boundary conditions. Stochastics Stochastics Rep. 45 (1993), no. 3-4, 211--235. MR1306932
- Carlen, Eric A.; Pardoux, Étienne. Differential calculus and integration by parts on Poisson space. Stochastics, algebra and analysis in classical and quantum dynamics (Marseille, 1988), 63--73, Math. Appl., 59, Kluwer Acad. Publ., Dordrecht, 1990. MR1052702
- Donati-Martin, Catherine. Quasi-linear elliptic stochastic partial differential equation: Markov property. Stochastics Stochastics Rep. 41 (1992), no. 4, 219--240. MR1275584
- León, Jorge A.; Ruiz de Chávez, J.; Tudor, C. Strong solutions of anticipating stochastic differential equations on the Poisson space. Bol. Soc. Mat. Mexicana (3) 2 (1996), no. 1, 55--63. MR1395911
- León, Jorge A.; Solé, Josep L.; Vives, Josep. A pathwise approach to backward and forward stochastic differential equations on the Poisson space. Stochastic Anal. Appl. 19 (2001), no. 5, 821--839. MR1857898
- León, Jorge A.; Tudor, Constantin. Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos. Statist. Probab. Lett. 48 (2000), no. 1, 11--22. MR1767606
- Nualart, D.; Pardoux, É. Boundary value problems for stochastic differential equations. Ann. Probab. 19 (1991), no. 3, 1118--1144. MR1112409
- Nualart, David; Vives, Josep. Anticipative calculus for the Poisson process based on the Fock space. Séminaire de Probabilités, XXIV, 1988/89, 154--165, Lecture Notes in Math., 1426, Springer, Berlin, 1990. MR1071538
- Nualart, David; Vives, Josep. A duality formula on the Poisson space and some applications. Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1993), 205--213, Progr. Probab., 36, Birkhäuser, Basel, 1995. MR1360277
- Ocone, Daniel; Pardoux, Étienne. Linear stochastic differential equations with boundary conditions. Probab. Theory Related Fields 82 (1989), no. 4, 489--526. MR1002898

This work is licensed under a Creative Commons Attribution 3.0 License.