A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications (Q3736647)

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A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications
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    A Comparison Theorem for Solutions of Stochastic Differential Equations and its Applications (English)
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    1984
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    Carathéodory conditions
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    explosion time
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    smooth approximation
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    comparison theorem
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    asymptotic estimations for the paths of diffusion processes
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