On a stochastic delay difference equation with boundary conditions and its Markov property

DOI10.1016/0304-4149(95)00058-5zbMath0846.60063OpenAlexW2069366044MaRDI QIDQ1909959

Marco Ferrante, Maria C. Baccin

Publication date: 26 March 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/43290

zbMATH Keywords

reciprocal Markov chainstochastic delay difference equation

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (2)

The Picard boundary value problem for a third order stochastic difference equation ⋮ Stability and stabilization of impulsive stochastic delay difference equations

Cites Work

• Unnamed Item
• Stochastic calculus with anticipating integrands
• Linear stochastic differential equations with boundary conditions
• Boundary value problems for stochastic differential equations
• Markov property of stationary, discrete, quasi-linear equations
• Triangular stochastic differential equations with boundary conditions
• On the Markov property of a stochastic difference equation
• Equations différentielles stochastiques dans avec conditions aux bords
• Markov field property for stochastic differential equations with boundary conditions

This page was built for publication: On a stochastic delay difference equation with boundary conditions and its Markov property