Equations différentielles stochastiques dans avec conditions aux bords

DOI10.1080/17442509108833697zbMath0737.60050OpenAlexW2023374414MaRDI QIDQ3977281

Catherine Donati-Martin

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833697

zbMATH Keywords

existence and uniqueness resultsMarkov fieldboundary value problems for one-dimensional stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (12)

On the Markov property of a stochastic difference equation ⋮ Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions ⋮ On a stochastic delay difference equation with boundary conditions and its Markov property ⋮ Strong approximations for stochastic differential equations with boundary conditions ⋮ Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory ⋮ A second-order Stratonovich differential equation with boundary conditions ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Gaussian estimates for the solutions of some one-dimensional stochastic equations ⋮ Unnamed Item ⋮ Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. ⋮ Markov property of stationary, discrete, quasi-linear equations ⋮ Weak approximations. A Malliavin calculus approach

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