An example of a non-Markovian stochastic two-point boundary value problem

DOI10.2307/3318454zbMATH Open0901.60031OpenAlexW1992774430MaRDI QIDQ1380396FDOQ1380396

Authors: Marco Ferrante, David Nualart 

Publication date: 24 November 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1808/17389

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zbMATH Keywords

conditional independencestochastic differential equationboundary value problemMarkov field property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (4)

• Linear stochastic differential equations with functional boundary conditions.
• Differential equations with boundary conditions perturbed by a Poisson noise.
• Title not available (Why is that?)
• Title not available (Why is that?)

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