A second-order Stratonovich differential equation with boundary conditions

DOI10.1016/S0304-4149(97)00021-5zbMath0890.60052WikidataQ115339243 ScholiaQ115339243MaRDI QIDQ1382548

Aureli Alabert, David Nualart

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsMarkov fieldsnon-casual stochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Uniqueness in law for stochastic boundary value problems ⋮ Linear stochastic differential equations with functional boundary conditions. ⋮ Unnamed Item

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