Chinese Quarterly Journal of Mathematics ›› 1994, Vol. 9 ›› Issue (3): 69-75.

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On Existence of the Maximum Solution and Estmates on Moments of Absolutes Maximum of the Solution for Poisson S.D.E in the Plane

  



  • Received:1994-01-10 Online:1994-09-30 Published:2025-04-21

Abstract:  Let M be the poisson point process on R.=[0,zo].wher   ∈0=(0,c)×[0,∞], ∴ N be the characteristic measure and poisson compense of M,respec:ively. The existence of the maximum solution,estimates on moments of absolutes supremum of the solutions for poisson S.D.E in the piane. ... are obtained in this paper.


Key words:  , two-parameter poisson process, two-parameter martingale, two-parameter S.D.E.

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