dc.contributor.author | Ferrante, Marco | |
dc.contributor.author | Nualart, David | |
dc.date.accessioned | 2015-04-13T17:45:07Z | |
dc.date.available | 2015-04-13T17:45:07Z | |
dc.date.issued | 1997-12-01 | |
dc.identifier.citation | Ferrante, 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.issn | 1350-7265 | |
dc.identifier.uri | http://hdl.handle.net/1808/17389 | |
dc.description | This 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.publisher | Bernoulli Society for Mathematical Statistics and Probability | en_US |
dc.subject | boundary value problems | en_US |
dc.subject | conditional independence | en_US |
dc.subject | Markov field property | en_US |
dc.subject | stochastic differential equations | en_US |
dc.title | An Example of a Non-Markovian Stochastic Two-Point Boundary Value Problem | en_US |
dc.type | Article | |
kusw.kuauthor | Ferrante, Marco | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.2307/3318454 | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item meets KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |