The Picard boundary value problem for a third order stochastic difference equation

Marco Ferrante

Rendiconti del Seminario Matematico della Università di Padova (1996)

  • Volume: 96, page 85-98
  • ISSN: 0041-8994

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Ferrante, Marco. "The Picard boundary value problem for a third order stochastic difference equation." Rendiconti del Seminario Matematico della Università di Padova 96 (1996): 85-98. <http://eudml.org/doc/108416>.

@article{Ferrante1996,
author = {Ferrante, Marco},
journal = {Rendiconti del Seminario Matematico della Università di Padova},
keywords = {stochastic difference equation; Picard boundary condition; boundary value problem},
language = {eng},
pages = {85-98},
publisher = {Seminario Matematico of the University of Padua},
title = {The Picard boundary value problem for a third order stochastic difference equation},
url = {http://eudml.org/doc/108416},
volume = {96},
year = {1996},
}

TY - JOUR
AU - Ferrante, Marco
TI - The Picard boundary value problem for a third order stochastic difference equation
JO - Rendiconti del Seminario Matematico della Università di Padova
PY - 1996
PB - Seminario Matematico of the University of Padua
VL - 96
SP - 85
EP - 98
LA - eng
KW - stochastic difference equation; Picard boundary condition; boundary value problem
UR - http://eudml.org/doc/108416
ER -

References

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  1. [1] A. Alabert - D. Nualart, Some remarks on the conditional independence and the Markov property, in Stochastic Analysis and Related Topics, Progress in Probability, 31, Birkhäuser (1992). Zbl0789.60058MR1203381
  2. [2] M.C. Baccin - M. Ferrante, On a stochastic delay difference equation with boundary conditions and its Markov property, to appear on Stochastic Process. Appl. Zbl0846.60063MR1362323
  3. [3] C. Donati-Martin, Propriété de Markov des équations stationnaires discrétes quasi-linéaires, Stochastic. Process. Appl., 48 (1993), pp. 61-84. Zbl0788.60080MR1237168
  4. [4] M. Ferrante, Triangular stochastic differential equations with boundary conditions, Rend. Sem. Mat. Univ. Padova, 90 (1993), pp. 159-188. Zbl0795.60051MR1257138
  5. [5] M. Ferrante - D. Nualart, On the Markov property of a stochastic difference equation, Stochastic. Process. Appl., 52 (1994), pp. 239-250. Zbl0811.60050MR1290697
  6. [6] J. Lions, Quelques méthods de résolution des problèmes aux limites non linaires, Dunod (1969). 
  7. [7] D. Nualart - E. PARDOUX, Boundary value problems for stochastic differential equations, Ann. of Prob., 19, no. 3 (1991), pp. 1118-1144. Zbl0736.60052MR1112409
  8. [8] D. Nualart - E. Pardoux, Second order stochastic differential equations with Dirichlet boundary conditions, Stochastic. Process. Appl., 39 (1991), pp. 1-24. Zbl0745.60061MR1135081
  9. [9] A.C. Peterson, Existence and uniqueness theorems for nonlinear difference equations, J. Math. Anal. Appl., 125 (1987), pp. 185-191. Zbl0625.39002MR891358

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