Existence for nonlinear finite dimensional stochastic differential equations of subgradient type (Q2001536)

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Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
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    Existence for nonlinear finite dimensional stochastic differential equations of subgradient type (English)
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    3 July 2019
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    stochastic
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    convex function
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    optimal control problem
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