Linear stochastic differential equations with functional boundary conditions. (Q1433893)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2077589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Linear stochastic differential equations with functional boundary conditions. |
scientific article; zbMATH DE number 2077589 |
Statements
Linear stochastic differential equations with functional boundary conditions. (English)
0 references
1 July 2004
0 references
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.
0 references
linear stochastic differential equations
0 references
boundary conditions
0 references
conditional independence
0 references
0 references
0.867948591709137
0 references
0.8305282592773438
0 references
