The Picard boundary value problem for a third order stochastic difference equation
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Publication:1356822
zbMath0874.60056MaRDI QIDQ1356822
Publication date: 2 November 1997
Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=RSMUP_1996__96__85_0
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
39A10: Additive difference equations
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- On a stochastic delay difference equation with boundary conditions and its Markov property