Markov field property for stochastic differential equations with boundary conditions

DOI10.1080/17442509508834018MaRDI QIDQ4357813zbMATH OpenOpenAlexFDO

Authors Marco Ferrante, David Nualart

Publication date 4 May 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508834018

zbMATH Keywords

anticipating stochastic calculusboundary value problemsMarkov field propertystochastic differential equations

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(18)

• 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
• An example of a non-Markovian stochastic two-point boundary value problem
• Markov field property of stochastic differential equations
• On a stochastic delay difference equation with boundary conditions and its Markov property
• scientific article; zbMATH DE number 446485 (Why is no real title available?)
• Markov Random Fields and Boundary Problems for Stochastic Partial Differential Equations
• scientific article; zbMATH DE number 11493 (Why is no real title available?)
• scientific article; zbMATH DE number 29684 (Why is no real title available?)
• scientific article; zbMATH DE number 139952 (Why is no real title available?)
• scientific article; zbMATH DE number 1121857 (Why is no real title available?)
• scientific article; zbMATH DE number 774058 (Why is no real title available?)
• scientific article; zbMATH DE number 780702 (Why is no real title available?)
• scientific article; zbMATH DE number 780871 (Why is no real title available?)
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes

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