Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275)

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Approximate solutions for a class of doubly perturbed stochastic differential equations
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    Approximate solutions for a class of doubly perturbed stochastic differential equations (English)
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    17 January 2019
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    Carathéodory approximate solution
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    doubly perturbed stochastic differential equations
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    global Lipschitz condition
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    non-Lipschitz condition
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