Stochastic differential equation for Brox diffusion (Q2359722): Difference between revisions

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Latest revision as of 01:04, 14 July 2024

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Stochastic differential equation for Brox diffusion
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    Stochastic differential equation for Brox diffusion (English)
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    22 June 2017
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    random environment
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    Brox diffusion
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    white noise drift
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    strong solution
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    uniqueness
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    local time
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    Itô formula
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