Skorohod stochastic differential equations of diffusion type (Q1203917)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skorohod stochastic differential equations of diffusion type |
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Skorohod stochastic differential equations of diffusion type (English)
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10 March 1993
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stochastic differential equations
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Brownian motion
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anticipation
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Skorokhod-integral
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existence of a global solution
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