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