{"paper":{"title":"A new formula for some linear stochastic equations with applications","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Marc Yor, Offer Kella","submitted_at":"2010-09-17T09:08:25Z","abstract_excerpt":"We give a representation of the solution for a stochastic linear equation of the form $X_t=Y_t+\\int_{(0,t]}X_{s-} \\mathrm {d}{Z}_s$ where $Z$ is a c\\'adl\\'ag semimartingale and $Y$ is a c\\'adl\\'ag adapted process with bounded variation on finite intervals. As an application we study the case where $Y$ and $-Z$ are nondecreasing, jointly have stationary increments and the jumps of $-Z$ are bounded by 1. Special cases of this process are shot-noise processes, growth collapse (additive increase, multiplicative decrease) processes and clearing processes. When $Y$ and $Z$ are, in addition, independ"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1009.3373","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}