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 equations; Markov fields; non-casual stochastic calculus

Mathematics Subject Classification ID

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

60H07: Stochastic calculus of variations and the Malliavin calculus

Related Items

Linear stochastic differential equations with functional boundary conditions.

Cites Work

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