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On calculation of moments of the solutions to one class of linear Skorohod SDE on Poisson space

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Explicit solutions are derived for specific cases of linear skorohod SDEs in poisson space.
The first three moments of the solutions are estimated, contributing to understanding the dynamics of the SDEs.
Formulas developed for moments can facilitate approximating expectations for nonlinear functionals of the scores.
The exploration of these equations builds on prior work related to skorohod equations driven by Wiener processes.

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This paper reveals explicit solutions for linear Skorohod SDEs with random coefficients, indicating moment estimation techniques.

А. Д. Егоров (2025) studied this question.

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