scientific article; zbMATH DE number 1358324

MaRDI QIDQ4700902zbMATH OpenFDO

Authors Aureli Alabert, Miguel Ángel Marmolejo

Publication date 5 July 2000

zbMATH Keywords

anticipating stochastic differential equationreciprocal process

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

(4)

• On the Markov property of a stochastic difference equation
• Linear stochastic differential equations with functional boundary conditions.
• Differential equations with boundary conditions perturbed by a Poisson noise.
• On a stochastic delay difference equation with boundary conditions and its Markov property

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