2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/63494We 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.25 pagesProbability60H10; 60J25Linear stochastic differential equations with functional boundary conditionstext