On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
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Publication:923497
DOI10.1016/0898-1221(90)90082-UzbMath0711.60051WikidataQ115362900 ScholiaQ115362900MaRDI QIDQ923497
Publication date: 1990
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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