Generalized calculus and sdes with non regular drift (Q4543512)
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scientific article; zbMATH DE number 1777466
Language | Label | Description | Also known as |
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English | Generalized calculus and sdes with non regular drift |
scientific article; zbMATH DE number 1777466 |
Statements
Generalized calculus and sdes with non regular drift (English)
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8 August 2002
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stochastic forward integration
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stochastic differential equation with non-regular drift
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pathwise uniqueness
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regular dependence on parameters
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