This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176990337.In this paper, we study stochastic differential equations with boundary conditions at the endpoints of a time interval (instead of the customary initial condition). We present existence and uniqueness results and study the Markov property of the solution. In the one-dimensional case, we prove that the solution is a Markov field iff the drift is affine
This volume is devoted to a thorough and accessible exposition on the functional analytic approach t...
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and ellipti...
We consider linear nth order stochastic differential equations on [0, 1], with linear boundary condi...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176990337.In this...
In the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn + f(Xn) +...
In the present paper we study the one-dimensional stochastic difference equation x(n + 1) = X(n) + f...
AbstractIn the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn +...
AbstractIn the present paper we consider the one-dimensional stochastic delay difference equation wi...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183.The pur...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
In this paper we first present a multidimensional version of the characterization of the conditional...
This volume is devoted to a thorough and accessible exposition on the functional analytic approach t...
In this paper we show that the solution of a second-order stochastic differential equation with diff...
In this paper we first present a multidimensional version of the characterization of the conditional...
This volume is devoted to a thorough and accessible exposition on the functional analytic approach t...
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and ellipti...
We consider linear nth order stochastic differential equations on [0, 1], with linear boundary condi...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176990337.In this...
In the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn + f(Xn) +...
In the present paper we study the one-dimensional stochastic difference equation x(n + 1) = X(n) + f...
AbstractIn the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn +...
AbstractIn the present paper we consider the one-dimensional stochastic delay difference equation wi...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183.The pur...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
In this paper we first present a multidimensional version of the characterization of the conditional...
This volume is devoted to a thorough and accessible exposition on the functional analytic approach t...
In this paper we show that the solution of a second-order stochastic differential equation with diff...
In this paper we first present a multidimensional version of the characterization of the conditional...
This volume is devoted to a thorough and accessible exposition on the functional analytic approach t...
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and ellipti...
We consider linear nth order stochastic differential equations on [0, 1], with linear boundary condi...
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