Linear stochastic differential equations with boundary conditions

DOI10.1007/BF00341281zbMath0661.60069MaRDI QIDQ1113195

Daniel L. Ocone, Etienne Pardoux

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculuslinear stochastic differential equations with affine boundary conditionsnecessary and sufficient conditions for the existence and uniqueness of a solution

Mathematics Subject Classification ID

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

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