On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients (Q3141169)
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scientific article
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English | On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients |
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On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients (English)
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21 April 1994
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continuous local martingales
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weak convergence
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stochastic differential equation
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Brownian motion
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