@article{RSMUP_1993__90__159_0, author = {Ferrante, Marco}, title = {Triangular stochastic differential equations with boundary conditions}, journal = {Rendiconti del Seminario Matematico della Universit\`a di Padova}, pages = {159--188}, publisher = {Seminario Matematico of the University of Padua}, volume = {90}, year = {1993}, mrnumber = {1257138}, zbl = {0795.60051}, language = {en}, url = {http://www.numdam.org/item/RSMUP_1993__90__159_0/} }
TY - JOUR AU - Ferrante, Marco TI - Triangular stochastic differential equations with boundary conditions JO - Rendiconti del Seminario Matematico della Università di Padova PY - 1993 SP - 159 EP - 188 VL - 90 PB - Seminario Matematico of the University of Padua UR - http://www.numdam.org/item/RSMUP_1993__90__159_0/ LA - en ID - RSMUP_1993__90__159_0 ER -
%0 Journal Article %A Ferrante, Marco %T Triangular stochastic differential equations with boundary conditions %J Rendiconti del Seminario Matematico della Università di Padova %D 1993 %P 159-188 %V 90 %I Seminario Matematico of the University of Padua %U http://www.numdam.org/item/RSMUP_1993__90__159_0/ %G en %F RSMUP_1993__90__159_0
Ferrante, Marco. Triangular stochastic differential equations with boundary conditions. Rendiconti del Seminario Matematico della Università di Padova, Tome 90 (1993), pp. 159-188. http://www.numdam.org/item/RSMUP_1993__90__159_0/
[1] Onsager-Machlup functional for a class of anticipating processes, preprint. | Zbl
- ,[2] Stochastic differential equations with boundary conditions, M. Ph. Thesis SISSA, Trieste (Academic Year 1990/91).
,[3] Reciprocal processes, Z. Wahrsch. Verb. Gebiete, 30 (1974), pp. 65-86. | MR | Zbl
,[4] The nonlinear transformation of Gaussian measure on Banach space and its absolutely continuity, I, J. Fac. Science, Tokyo Univ., Sec. IA (1982), pp. 567-597. | MR | Zbl
,[5] Stochastic Calculus for Anticipating Processes, Publicacions del Dep. d'Estadistica, Univ. de Barcelona (1990).
,[6] Stochastic calculus with anticipating integrands, Probab. Theory Rel. Fields, 78 (1988), pp. 545-581. | MR | Zbl
- ,[7] Boundary value problems for stochastic differential equations, Ann. Prob., 19, (3) (1991), pp. 1118-1144. | MR | Zbl
- ,[8] E. PARDOUX, A generalized Itô-Venzell formula. Application to a class of anticipating stochastic differential equations, Ann. Inst. Henri Poincaré, 25 (1) (1989), pp. 39-71. | Numdam | MR | Zbl
-[9] Linear stochastic differential equations with boundary conditions, Probab. Theory Rel. Fields, 82 (1989), pp. 439-526. | MR | Zbl
- ,[10] Cambridge Tracts in Mathematics and Mathematical Physics, Cambridge University Press (1958). | MR | Zbl
,