Some remarks on boundary value problems for linear stochastic differential equations

zbMath0655.60048MaRDI QIDQ1109420

Krystyna Twardowska, Antoni Leon Dawidowicz

Publication date: 1988

Published in: Rendiconti del Seminario Matematico della Università di Padova (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=RSMUP_1988__79__5_0

zbMATH Keywords

boundary value problemlinear stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• On random boundary value problems for ordinary differential equations
• On boundary value problems for ordinary differential equations
• Gaussiann-Markovian processes and stochastic boundary value problems
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