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Linear stochastic differential equations with boundary conditions

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References

1988Stochastic calculus with anticipating integrands496 cited
1980Semi-Martingales et Grossissement d’une Filtration330 cited
1981Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions270 cited
1989A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations99 cited

Cited by

1991Linear skorohod stochastic differential equations42 cited
1991Second order stochastic differential equations with Dirichlet boundary conditions37 cited
2000Weak approximations. A Malliavin calculus approach34 cited
2004Volterra equations with fractional stochastic integrals29 cited
2002A characterization of reciprocal processes via an integration by parts formula on the path space28 cited
1991Equations différentielles stochastiques dans avec conditions aux bords27 cited
1992Skorohod stochastic differential equations of diffusion type25 cited

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