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 $t = 1$.
Citation
Aureli Alabert. Marco Ferrante. David Nualart. "Markov Field Property of Stochastic Differential Equations." Ann. Probab. 23 (3) 1262 - 1288, July, 1995. https://doi.org/10.1214/aop/1176988183
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