{"entities":{"Q1113195":{"pageid":1123944,"ns":120,"title":"Item:Q1113195","lastrevid":70206759,"modified":"2026-04-13T13:09:54Z","type":"item","id":"Q1113195","labels":{"en":{"language":"en","value":"Linear stochastic differential equations with boundary conditions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 4080543"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$D04CB243-8102-4BE1-908F-58C867C951D9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"69d2d2dc13245f358673902bae857072d3f85eda","datavalue":{"value":{"text":"Linear stochastic differential equations with boundary conditions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1113195$750CB802-9420-4CDD-AF26-A1022970D93D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"75e692a552306b47038c4fa0915317dee7135eb2","datavalue":{"value":"0661.60069","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1113195$1EEF6A03-B342-4A3F-ABEA-FE7D6986BC87","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8f3f12fedc93731e263cbdf06b116ffd74a76665","datavalue":{"value":"10.1007/BF00341281","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1113195$B1D95945-3AA7-469C-A690-2A55605A9D80","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"02a8902d34d0beaea333bfa0b9e333e1a7e486fa","datavalue":{"value":{"entity-type":"item","numeric-id":1107902,"id":"Q1107902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$33C10056-20E9-4758-A889-084FA47754EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4198145cf9a81d07d517a1c5a49a9e8e4b89c88e","datavalue":{"value":{"entity-type":"item","numeric-id":169876,"id":"Q169876"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$D342EEC4-C33D-406D-8839-01C8F74B9A89","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7211ad5ca16eb0d22cd0051fff3d0f3af254ceb6","datavalue":{"value":{"time":"+1989-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1113195$4A83AA9A-DCD1-4E53-A2EE-FED2883736D9","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"179420b1cfd91efe3e5002578223005cc13196b4","datavalue":{"value":"We study linear stochastic differential equations with affine boundary conditions. The equation is linear in the sense that both the drift and the diffusion coefficient are affine functions of the solution. The solution is not adapted to the driving Brownian motion, and we use the extended stochastic calculus of \\textit{D. Nualart} and \\textit{E. Pardoux} [Probab. Theory Relat. Fields 78, No.4, 535-581 (1988; Zbl 0639.60057)] to analyze them.    We give analytical necessary and sufficient conditions for the existence and uniqueness of a solution, we establish sufficient conditions for the existence of probability densities using both the Malliavin calculus and the co-area formula, and give sufficient conditions that the solution be either a Markov process or a Markov field.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1113195$8F7D5ECE-439A-40A0-BC85-46B41202AFE0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1113195$55952CA2-5D26-4E85-AC70-E8FC96FFCBC8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"25e87a4e2533ead4b96a672d012965096aee3923","datavalue":{"value":"4080543","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1113195$ED7D5BDB-66F8-40A8-AC7A-9A8FEA9CA5FC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f0025e49c576899924efee51109381aaf7e628dd","datavalue":{"value":"linear stochastic differential equations with affine boundary conditions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1113195$17BBA4F2-A3BF-421C-904C-5971877E67B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a0cc190ad1bc746998e16af519a6eb7c11a0cc20","datavalue":{"value":"necessary and sufficient conditions for the existence and uniqueness of a solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1113195$A26E905E-3F60-43A7-A84E-B6A8258ABCA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q1113195$A7C49AC6-5FCB-4BFA-9739-E3065A90E9D6","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$B0B8C754-B074-4244-B693-348C57093922","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c3a55d6e1e9e62551acdc7db62b628b157562493","datavalue":{"value":{"entity-type":"item","numeric-id":3713965,"id":"Q3713965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$81644F92-BCFB-422D-8B1A-6409482BFF11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddc4ea6ad99df7d1060c2a7f611194628d5a7c7c","datavalue":{"value":{"entity-type":"item","numeric-id":3889862,"id":"Q3889862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$E4EF86FC-357F-4A45-8809-9E60DB5195D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85ff68dcc9cda914e438084a3a993f5f1eb8fc61","datavalue":{"value":{"entity-type":"item","numeric-id":3784937,"id":"Q3784937"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$6C8E28BD-955F-45FA-850C-4DE7D214BB83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"143f4c3855bb697c73fc9926950d6951be4fa88e","datavalue":{"value":{"entity-type":"item","numeric-id":5636107,"id":"Q5636107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$943A646D-9505-4FA8-85E0-31E0F5737A07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"448e656bc369b71250d87dff3a27617092a65081","datavalue":{"value":{"entity-type":"item","numeric-id":3721531,"id":"Q3721531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$6639BF01-FB8B-4929-B606-DBD64EA5EBDA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2767d6dbc6b179594064d21890fd29f051e220cd","datavalue":{"value":{"entity-type":"item","numeric-id":5565773,"id":"Q5565773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$AA0F4CBE-7685-439C-B2B4-CB834F0963B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62e765db540343c75945c9979742b29501880c91","datavalue":{"value":{"entity-type":"item","numeric-id":3897665,"id":"Q3897665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$68FF3A7D-29C6-4199-B6EE-949F4DC35401","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a6552c7739f20ef64b3db9a897bcfe435e1259ed","datavalue":{"value":{"entity-type":"item","numeric-id":5660958,"id":"Q5660958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$10935D2A-C71A-45CB-82AF-9B07B9925DDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbbb24f1691678e80947525be522af7fe18ce7b0","datavalue":{"value":{"entity-type":"item","numeric-id":4091169,"id":"Q4091169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$9E92BF10-FD3D-4EAA-8532-1C9DFBCAB03E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a1d547da0bc256a5ba1c7ac095d7969232870f3e","datavalue":{"value":{"entity-type":"item","numeric-id":1144833,"id":"Q1144833"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$8EFB3B2C-467F-4477-93C1-1CA160D503D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"72ba46e608d2f11600e01aad4ee997589d0a39c8","datavalue":{"value":{"entity-type":"item","numeric-id":4045936,"id":"Q4045936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$C78EE125-A34D-4ABB-BBDE-38824E204110","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e88a6c3ac343675125d9f211776060a555e007f","datavalue":{"value":{"entity-type":"item","numeric-id":1093993,"id":"Q1093993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$6D945902-897F-439E-BCC8-DB0DB30AD867","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b5326f85e48159e1a51f33e0a0c20bb12cf0f20","datavalue":{"value":{"entity-type":"item","numeric-id":1121599,"id":"Q1121599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$1F3927F1-C285-4D38-911A-FA957F7FB0BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbc7293131cca3e5805829db9bc52b6012198610","datavalue":{"value":{"entity-type":"item","numeric-id":3870072,"id":"Q3870072"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$EC109B3C-B80E-4118-B63C-7889A4E6A0C2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3e4ddda27c7b76772b0a1708a44a37e8574d8b29","datavalue":{"value":{"entity-type":"item","numeric-id":3036360,"id":"Q3036360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1113195$C36DC8AC-64A5-4B77-9DCA-FE6C67CAE4A2","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e45622c3fc8ca50217a5641170d9f05807cd2ba","datavalue":{"value":{"entity-type":"item","numeric-id":1433893,"id":"Q1433893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92b4a1f2e0f5a06c613b3f5896191bc58bb867b6","datavalue":{"value":{"amount":"+0.867948591709137","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1113195$DC223B00-A087-4FB1-AC8B-91D656714CD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4159e786885cac6da551bbd799c22320b62e45dc","datavalue":{"value":{"entity-type":"item","numeric-id":3977281,"id":"Q3977281"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03e87f2fd92969c4c3955bc91e32f47af5839a3b","datavalue":{"value":{"amount":"+0.8560547828674316","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1113195$EFF0F278-F8C5-4D0C-B103-ABB759E18C7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2d35e51462940b5948e57e9deebe34155718103a","datavalue":{"value":{"entity-type":"item","numeric-id":4357813,"id":"Q4357813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19a3c80952e0c11543380a62bae28312ff779c7c","datavalue":{"value":{"amount":"+0.8182741403579712","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1113195$4DD90EBC-1907-46A1-9399-8E82485F4FBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"478365ed390f00047d289ae53f59562d629476b8","datavalue":{"value":{"entity-type":"item","numeric-id":1315174,"id":"Q1315174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9af0e75456b2b168afec9828a93313f542215790","datavalue":{"value":{"amount":"+0.8126701712608337","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1113195$60E6CA1B-9E87-4953-A78C-F80E1E6F1208","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d4b5cd9140b8f1e9181d98164e6ed0ca2b2accb1","datavalue":{"value":{"entity-type":"item","numeric-id":4286667,"id":"Q4286667"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"13efe72322030cd7060c3065687228ca4f7912b9","datavalue":{"value":{"amount":"+0.8114844560623169","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1113195$AF7C1E35-DFA2-43EE-8D07-5456EB08ABAC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Linear stochastic differential equations with boundary conditions","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Linear_stochastic_differential_equations_with_boundary_conditions"}}}}}