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Teor. Veroyatnost. i Primenen., 1983, Volume 28, Issue 2, Pages 362–366 (Mi tvp2301)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On Markov–Kolmogorov principle for stochastic differential equations

Yu. A. Rozanov

Moscow

Abstract: For stochastic functions $\xi$ described by the partial differential equations (1) in $T\subseteq R^d$ the following principle is considered: for every domain $S\subseteq T$ there exists a «state» $\xi_\Gamma$ defined by corresponding values on boundary $\Gamma=\partial S$ such that for a given $\xi_\Gamma$ one has an unique solution of (1) in $S$ and moreover a behaviour of $\xi$ in $S$ is conditionally independent on its behaviour outside of $S$.

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English version:
Theory of Probability and its Applications, 1984, 28:2, 383–388

Bibliographic databases:

Received: 05.01.1981

Citation: Yu. A. Rozanov, “On Markov–Kolmogorov principle for stochastic differential equations”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 362–366; Theory Probab. Appl., 28:2 (1984), 383–388

Citation in format AMSBIB
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\by Yu.~A.~Rozanov
\paper On Markov--Kolmogorov principle for stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 2
\pages 362--366
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\mathscinet{http://www.ams.org/mathscinet-getitem?mr=700216}
\zmath{https://zbmath.org/?q=an:0533.60070}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 2
\pages 383--388
\crossref{https://doi.org/10.1137/1128031}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1984SS85900011}


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    This publication is cited in the following articles:
    1. V. A. Bulychev, F. F. Frolov, “Boundary value problems for generalized differential equations”, Math. USSR-Sb., 63:2 (1989), 267–287  mathnet  crossref  mathscinet  zmath
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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