Linear stochastic differential equations with functional boundary conditions. (Q1433893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear stochastic differential equations with functional boundary conditions. |
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Linear stochastic differential equations with functional boundary conditions. (English)
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1 July 2004
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The paper considers linear stochastic differential equations with linear boundary conditions. The conditional independence properties of the solutions are studied. Markovian type structures have been revealed.
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linear stochastic differential equations
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boundary conditions
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conditional independence
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