NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS (Q3421618): Difference between revisions

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+Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle''
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+Stochastic integrals in the plane
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+On a type of stochastic differential equations driven by countably many Brownian motions
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+Q3992729
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+A Wong–Zakai type approximation for two-parameter processes1
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+Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
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+On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
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+The canonic diffusion above the diffeomorphism group of the circle
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+Estimate on moments of the solutions to stochastic differential equations in the plane
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+Quasi-sure analysis of two-parameter stochastic differential equations
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+Martingales and stochastic integrals for processes with a multi-dimensional parameter
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+Existence of strong solutions for stochastic differential equations in the plane
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+https://doi.org/10.1142/s021949370600175x
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+W2024407470
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+Publication:3421618