scientific article; zbMATH DE number 1358324

MaRDI QIDQ4700902zbMATH OpenFDO

Authors Aureli Alabert, Miguel Ángel Marmolejo

Publication date 5 July 2000

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)

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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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