The Picard boundary value problem for a third order stochastic difference equation

zbMath0874.60056MaRDI QIDQ1356822

Marco Ferrante

Publication date: 2 November 1997

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_1996__96__85_0

zbMATH Keywords

boundary value problemstochastic difference equationPicard boundary condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Additive difference equations (39A10)

Cites Work

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• Existence and uniqueness theorems for nonlinear difference equations
• Boundary value problems for stochastic differential equations
• Second order stochastic differential equations with Dirichlet boundary conditions
• Markov property of stationary, discrete, quasi-linear equations
• Triangular stochastic differential equations with boundary conditions
• On the Markov property of a stochastic difference equation
• On a stochastic delay difference equation with boundary conditions and its Markov property

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