Geodesic
On Markov–Kolmogorov principle for stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 362-366 Cet article a éte moissonné depuis la source Math-Net.Ru

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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 $S$. 
@article{TVP_1983_28_2_a10,
     author = {Yu. A. Rozanov},
     title = {On {Markov{\textendash}Kolmogorov} principle for stochastic differential equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {362--366},
     year = {1983},
     volume = {28},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a10/}
}
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Yu. A. Rozanov. On Markov–Kolmogorov principle for stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 362-366. http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a10/