{
  "id": "math/0203041",
  "version": "v1",
  "published": "2002-03-05T14:08:29.000Z",
  "updated": "2002-03-05T14:08:29.000Z",
  "title": "Linear stochastic differential equations with functional boundary conditions",
  "authors": [
    "Aureli Alabert",
    "Marco Ferrante"
  ],
  "comment": "25 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider linear n-th 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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2002-03-05T14:08:29.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60J25"
    ],
    "keywords": [
      "linear stochastic differential equations",
      "functional boundary conditions",
      "linear n-th order stochastic differential",
      "n-th order stochastic differential equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 25,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "inspire": 586208,
      "adsabs": "2002math......3041A"
    }
  }
}