scientific article; zbMATH DE number 1358324

zbMATH Open0939.60053MaRDI QIDQ4700902FDOQ4700902

Authors: Aureli Alabert, Miguel Ángel Marmolejo 

Publication date: 5 July 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

reciprocal processanticipating stochastic differential equation

Mathematics Subject Classification ID

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

Cited In (3)

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

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