Stochastic differential equation for Brox diffusion (Q2359722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equation for Brox diffusion |
scientific article |
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Stochastic differential equation for Brox diffusion (English)
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22 June 2017
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random environment
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Brox diffusion
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white noise drift
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strong solution
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uniqueness
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local time
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Itô formula
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