1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2005★ 1 cited
Linear stochatic differential-algebraic equations with constant coefficients
Aureli Alabert, Marco Ferrante
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must…
math.PR2003
Stochastic differential equations with boundary conditions driven by a Poisson noise
Aureli Alabert, Miguel A. Marmolejo
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 absolut…
math.PR2002
Linear stochastic differential equations with functional boundary conditions
Aureli Alabert, Marco Ferrante
We consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solut…