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dc.contributor.authorDarses, Sebastien
dc.contributor.authorNourdin, Ivan
dc.contributor.authorNualart, David
dc.date.accessioned2015-03-11T20:58:25Z
dc.date.available2015-03-11T20:58:25Z
dc.date.issued1995-03-01
dc.identifier.citationAlabert, 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.urihttp://hdl.handle.net/1808/17056
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/aop/1176988183.en_US
dc.description.abstractThe 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.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectStochastic differential equationsen_US
dc.subjectMarkov propertyen_US
dc.subjectconditional independenceen_US
dc.subjectreciprocal Markov processesen_US
dc.titleMarkov Field Property of Stochastic Differential Equationsen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/aop/1176988183
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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