Boundary value problems for stochastic differential equations

DOI10.1214/aop/1176990337zbMath0736.60052OpenAlexW2137113567MaRDI QIDQ1176364

David Nualart, Etienne Pardoux

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990337

zbMATH Keywords

stochastic differential equationsboundary value problemRadon-Nikodym derivativeMarkov propertytwo-points boundary condition

Mathematics Subject Classification ID

Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Boundary value problems for functional-differential equations (34K10)

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