We consider linear nth 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
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
We study linear stochastic partial differential equations of parabolic type with non-local in time o...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176990337.In this...
Theorems of the non-linear boundary-value problem solvability for stochastic differential equations ...
AbstractAn expression for the strong solution of the linear stochastic differential equation in the ...
In this paper we first present a multidimensional version of the characterization of the conditional...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183.The pur...
AbstractWe consider the second order stochastic differential equation Ẍt + f(Xt, Xt) = Wt where t r...
In the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn + f(Xn) +...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Processes and their A...
In the present paper we study the one-dimensional stochastic difference equation x(n + 1) = X(n) + f...
In this paper we show that the solution of a second-order stochastic differential equation with diff...
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and ellipti...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
We study linear stochastic partial differential equations of parabolic type with non-local in time o...
The purpose of this paper is to prove a characterization of the conditional independence of two inde...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176990337.In this...
Theorems of the non-linear boundary-value problem solvability for stochastic differential equations ...
AbstractAn expression for the strong solution of the linear stochastic differential equation in the ...
In this paper we first present a multidimensional version of the characterization of the conditional...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183.The pur...
AbstractWe consider the second order stochastic differential equation Ẍt + f(Xt, Xt) = Wt where t r...
In the present paper we study the one-dimensional stochastic difference equation Xn+1 = Xn + f(Xn) +...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Processes and their A...
In the present paper we study the one-dimensional stochastic difference equation x(n + 1) = X(n) + f...
In this paper we show that the solution of a second-order stochastic differential equation with diff...
Focussing on the interrelations of the subjects of Markov processes, analytic semigroups and ellipti...
Existence and uniqueness of strong solutions for a class of stochastic functional di fferential equa...
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz co...
We study linear stochastic partial differential equations of parabolic type with non-local in time o...