Second order stochastic differential equations with Dirichlet boundary conditions

DOI10.1016/0304-4149(91)90028-BzbMath0745.60061MaRDI QIDQ1180169

Etienne Pardoux, David Nualart

Publication date: 27 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

boundary conditionspathwise existence and uniqueness

Mathematics Subject Classification ID

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

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Cites Work

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• Generalized stochastic integrals and the Malliavin calculus
• Stochastic calculus with anticipating integrands
• Linear stochastic differential equations with boundary conditions
• Boundary value problems for stochastic differential equations
• On nonlinear transformations of Gaussian measures
• Gaussiann-Markovian processes and stochastic boundary value problems

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