A Note on One-Dimensional Stochastic Equations (Q3151356)
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English | A Note on One-Dimensional Stochastic Equations |
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A Note on One-Dimensional Stochastic Equations (English)
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15 October 2002
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one-dimensional stochastic equations
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time-dependent diffusion coefficients
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Brownian motion
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existence of solutions
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uniqueness in law
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continuous local martingales
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representation property
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