On a stochastic delay difference equation with boundary conditions and its Markov property
type: Item
instance of: scholarly article
title: On a stochastic delay difference equation with boundary conditions and its Markov property
zbMATH Open document ID: 0846.60063
DOI: 10.1016/0304-4149(95)00058-5
author: Maria C. Baccin
author: Marco Ferrante
published in: Stochastic Processes and their Applications
publication date: 1996-03-26T00:00:00Z
full work available at URL: http://hdl.handle.net/10852/43290
Mathematics Subject Classification ID: 60H99
zbMATH DE Number: 859952
zbMATH Keywords: stochastic delay difference equation
zbMATH Keywords: reciprocal Markov chain
MaRDI profile type: Publication
OpenAlex ID: W2069366044
cites work: Q3142407
cites work: Equations différentielles stochastiques dans avec conditions aux bords
cites work: Markov property of stationary, discrete, quasi-linear equations
cites work: Triangular stochastic differential equations with boundary conditions
cites work: On the Markov property of a stochastic difference equation
cites work: Markov field property for stochastic differential equations with boundary conditions
cites work: Stochastic calculus with anticipating integrands
cites work: Boundary value problems for stochastic differential equations
cites work: Linear stochastic differential equations with boundary conditions
description: scientific article; zbMATH DE number 859952