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The basic difference with respect to customary stochastic problems is that a two-points boundary condition of the form \\(h(X_ 0,X_ 1)=0\\) is imposed, involving both \\(X_ 0\\) and \\(X_ 1\\). The first purpose of the paper is to prove the existence and uniqueness of solutions to this boundary value problem. The solution method is based on a pathwise analysis, which extends to more general processes than \\(W_ t\\). Existence and uniqueness are mostly obtained under monotonicity assumptions.   The second aim of the paper is the analysis of the Markov properties of solutions. For \\(d=1\\) the following dichotomy is established: the solution is a Markov field if and only if \\(f''=0\\). For \\(d>1\\), when \\(f\\) is linear the solution is a Markov field, but for nonlinear \\(f\\) examples are given of problems with Markov solutions and problems without the Markov property. The proofs are based on highly technical preliminary results on a Radon-Nikodym derivative and the application of an extended Girsanov theorem of 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