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dc.contributor.authorFerrante, Marco
dc.contributor.authorNualart, David
dc.date.accessioned2015-04-13T17:45:07Z
dc.date.available2015-04-13T17:45:07Z
dc.date.issued1997-12-01
dc.identifier.citationFerrante, Marco; Nualart, David. (1997). "An Example of a Non-Markovian Stochastic Two-Point Boundary Value Problem." Bernoulli, 3(4):371-386. http://www.dx.doi.org/10.2307/3318454.en_US
dc.identifier.issn1350-7265
dc.identifier.urihttp://hdl.handle.net/1808/17389
dc.descriptionThis is the publisher's version, also available electronically from http://www.jstor.org/stable/3318454?origin=crossref&seq=1#page_scan_tab_contents.en_US
dc.publisherBernoulli Society for Mathematical Statistics and Probabilityen_US
dc.subjectboundary value problemsen_US
dc.subjectconditional independenceen_US
dc.subjectMarkov field propertyen_US
dc.subjectstochastic differential equationsen_US
dc.titleAn Example of a Non-Markovian Stochastic Two-Point Boundary Value Problemen_US
dc.typeArticle
kusw.kuauthorFerrante, Marco
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.2307/3318454
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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