Linear stochastic differential equations with functional boundary conditions

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dc.creatorAlabert, Aureli
dc.creatorFerrante, Marco
dc.date2002-03-05
dc.date.accessioned2026-07-07T04:46:50Z
dc.date.available2026-07-07T04:46:50Z
dc.descriptionWe consider linear n-th order stochastic differential equations on [0,1], with linear boundary conditions supported by a finite subset of [0,1]. We study some features of the solution to these problems, and especially its conditional independence properties of Markovian type.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0203041
dc.identifierhttp://arxiv.org/abs/math/0203041
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/63494
dc.subjectProbability
dc.subject60H10; 60J25
dc.titleLinear stochastic differential equations with functional boundary conditions
dc.typetext

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