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