Some remarks on boundary value problems for linear stochastic differential equations

Antoni L. Dawidowicz; Krystyna Twardowska

Rendiconti del Seminario Matematico della Università di Padova (1988)

  • Volume: 79, page 5-9
  • ISSN: 0041-8994

How to cite

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Dawidowicz, Antoni L., and Twardowska, Krystyna. "Some remarks on boundary value problems for linear stochastic differential equations." Rendiconti del Seminario Matematico della Università di Padova 79 (1988): 5-9. <http://eudml.org/doc/108108>.

@article{Dawidowicz1988,
author = {Dawidowicz, Antoni L., Twardowska, Krystyna},
journal = {Rendiconti del Seminario Matematico della Università di Padova},
keywords = {boundary value problem; linear stochastic differential equation},
language = {eng},
pages = {5-9},
publisher = {Seminario Matematico of the University of Padua},
title = {Some remarks on boundary value problems for linear stochastic differential equations},
url = {http://eudml.org/doc/108108},
volume = {79},
year = {1988},
}

TY - JOUR
AU - Dawidowicz, Antoni L.
AU - Twardowska, Krystyna
TI - Some remarks on boundary value problems for linear stochastic differential equations
JO - Rendiconti del Seminario Matematico della Università di Padova
PY - 1988
PB - Seminario Matematico of the University of Padua
VL - 79
SP - 5
EP - 9
LA - eng
KW - boundary value problem; linear stochastic differential equation
UR - http://eudml.org/doc/108108
ER -

References

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  1. [1] S.N. Chow - A. LASOTA, On boundary value problems for ordinary differential equations, J. Diff. Eqs., 14 (1973), pp. 326-337. Zbl0285.34009MR330598
  2. [2] A.L. Dawidowicz - K. TWARDOWSKA, On random boundary value problems for ordinary differential equations, Rend. Sem. Mat. Univ. Padova, 76 (1986), pp. 163-169. Zbl0618.60049MR881567
  3. [3] A. Russek, Gaussian n-Markovian processes and stoachastic boundary value problems, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 53 (1980), pp. 117-122. Zbl0432.60043MR580907
  4. [4] R.E. Edwards, Functional Analysis, Theory and Applications, Holt, Rinehart and Winston, 1965. Zbl0182.16101MR221256
  5. [5] L. Arnold, Stochastic Differential Equations, J. Wiley and Sons, New York, 1974. Zbl0278.60039MR443083

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