scientific article; zbMATH DE number 446485

MaRDI QIDQ3142407zbMATH OpenFDO

Authors Aureli Alabert, David Nualart

Publication date 6 June 1994

zbMATH Keywords

anticipating integrandsCarleman-Fredholm determinantconditionally independentstochastic calculusstochastic differential equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(8)

• On the Markov property of a stochastic difference equation
• The Picard boundary value problem for a third order stochastic difference equation
• Differential equations with boundary conditions perturbed by a Poisson noise.
• Markov field property of stochastic differential equations
• On a stochastic delay difference equation with boundary conditions and its Markov property
• On independence of Markov kernels and a generalization of two theorems of Basu
• A note on conditional expectation for Markov kernels
• A note on marginal and conditional independence

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