Comparison theorems for stochastic differential equations in finite and infinite dimensions
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Publication:1338758
DOI10.1016/0304-4149(94)90055-8zbMath0809.60074MaRDI QIDQ1338758
Publication date: 7 December 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90055-8
comparison theorem; cylindrical Brownian motion; stochastic ordinary and partial differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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