Linear stochastic differential equations with functional boundary conditions.

DOI10.1214/aop/1068646379zbMath1049.60049arXivmath/0203041MaRDI QIDQ1433893

Aureli Alabert, Marco Ferrante

Publication date: 1 July 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0203041

zbMATH Keywords

boundary conditions; conditional independence; linear stochastic differential equations

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

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

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