A second-order Stratonovich differential equation with boundary conditions

DOI10.1016/S0304-4149(97)00021-5zbMath0890.60052WikidataQ115339243 ScholiaQ115339243MaRDI QIDQ1382548

Aureli Alabert, David Nualart

Publication date: 29 March 1998

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

zbMATH Keywords

stochastic differential equationsMarkov fieldsnon-casual stochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Uniqueness in law for stochastic boundary value problems ⋮ Linear stochastic differential equations with functional boundary conditions. ⋮ Unnamed Item

Cites Work

• Stochastic calculus with anticipating integrands
• Boundary value problems for stochastic differential equations
• Applications of the degree theorem to absolute continuity on Wiener space
• Transformation of the Wiener measure under non-invertible shifts
• On nonlinear transformations of Gaussian measures
• Markov field property of stochastic differential equations
• Gaussiann-Markovian processes and stochastic boundary value problems
• Equations différentielles stochastiques dans avec conditions aux bords
• Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property
• Markov property for elliptic stochastic partial differential equations
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
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