| dc.contributor.author | Darses, Sebastien | |
| dc.contributor.author | Nourdin, Ivan | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-11T20:58:25Z | |
| dc.date.available | 2015-03-11T20:58:25Z | |
| dc.date.issued | 1995-03-01 | |
| dc.identifier.citation | Alabert, Aureli; Ferrante, Marco; Nualart, David. Markov Field Property of Stochastic Differential Equations. Ann. Probab. 23 (1995), no. 3, 1262--1288. http://dx.doi.org/10.1214/aop/1176988183. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17056 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183. | en_US |
| dc.description.abstract | The purpose of this paper is to prove a characterization of the conditional independence of two independent random variables given a particular functional of them, in terms of a factorization property. As an application we discuss the Markov field property for solutions of stochastic differential equations with a boundary condition involving the values of the process at times t=0 and t=1. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Stochastic differential equations | en_US |
| dc.subject | Markov property | en_US |
| dc.subject | conditional independence | en_US |
| dc.subject | reciprocal Markov processes | en_US |
| dc.title | Markov Field Property of Stochastic Differential Equations | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| kusw.oanotes | On author's personal website or open access repository. On a non-profit server. Version must be exactly as published in the journal. Must link to publisher version. PDF of all published articles are automatically placed in archiv. Publisher's version/PDF may be used. NIH authors may post authors' own version in PubMed Central for release <num>12</num> <period units="month">months</period> after publication. | en_US |
| dc.identifier.doi | 10.1214/aop/1176988183 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
