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.
Markov Field Property of Stochastic Differential-equations
FERRANTE, MARCO;
1995
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.File in questo prodotto:
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