| Article ID: | iaor19942524 |
| Country: | United States |
| Volume: | 10 |
| Start Page Number: | 335 |
| End Page Number: | 363 |
| Publication Date: | Mar 1994 |
| Journal: | Stochastic Models |
| Authors: | Garcia M.A., Griego R.J. |
An elementary theory of a stochastic integral with respect to the Poisson process is given and applied to stochastic differential equations driven by a Poisson process, as well as to concrete examples. The treatment does not use the extensive machinery of the general theory of processes, except for the existence of the dual predictable projection of an integrable increasing process.