Uniqueness for diffusions with piecewise constant coefficients
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Publication:1822141
DOI10.1007/BF00960074zbMath0617.60075MaRDI QIDQ1822141
Etienne Pardoux, Richard F. Bass
Publication date: 1987
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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