Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)
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Publication:3477754
DOI10.1002/mana.19891430115zbMath0699.60044OpenAlexW2111547666WikidataQ126263787 ScholiaQ126263787MaRDI QIDQ3477754
Hans-Jürgen Engelbert, Wolfgang M. Schmidt
Publication date: 1989
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19891430115
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Ordinary differential equations and systems with randomness (34F05)
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