A second-order Stratonovich differential equation with boundary conditions
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References listed on IDEAS
- Nualart, David & Pardoux, Etienne, 1991. "Second order stochastic differential equations with Dirichlet boundary conditions," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 1-24, October.
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KeywordsStochastic differential equations Markov fields Non-causal stochastic calculus Girsanov transformations;
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