scientific article; zbMATH DE number 780702

MaRDI QIDQ4840691zbMATH OpenFDO

Authors Aureli Alabert

Publication date 6 February 1996

zbMATH Keywords

anticipating stochastic integralschange of measure methodgeneralized Girsanov theoremgerm Markov field propertystochastic differential equationssurvey

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(7)

• A second-order Stratonovich differential equation with boundary conditions
• Stochastic partial differential equations with Dirichlet white-noise boundary conditions
• A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems
• Differential equations with boundary conditions perturbed by a Poisson noise.
• scientific article; zbMATH DE number 446485 (Why is no real title available?)
• scientific article; zbMATH DE number 780871 (Why is no real title available?)
• Stochastic Newtonian equations with mean boundary conditions

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