An example of a non-Markovian stochastic two-point boundary value problem

DOI10.2307/3318454zbMath0901.60031OpenAlexW1992774430MaRDI QIDQ1380396

Marco Ferrante, David Nualart

Publication date: 24 November 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1808/17389

zbMATH Keywords

stochastic differential equationboundary value problemconditional independenceMarkov field property

Mathematics Subject Classification ID

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

Related Items (2)

Differential equations with boundary conditions perturbed by a Poisson noise. ⋮ Linear stochastic differential equations with functional boundary conditions.

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