Abstract
In addition to the theory of stochastic differential equations (dealing with such qualitative problems as these presented in the previous chapter) there exists now a large body of research devoted to the development of the effective methods of obtaining solutions. By the term “solution” we understand a stochastic process satisfying the equation together with its probabilistic properties.
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© 1991 Springer Science+Business Media Dordrecht
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Sobczyk, K. (1991). Stochastic Differential Equations: Analytical Methods. In: Stochastic Differential Equations. Mathematics and Its Applications ( East European Series ), vol 40. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3712-6_5
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DOI: https://doi.org/10.1007/978-94-011-3712-6_5
Publisher Name: Springer, Dordrecht
Print ISBN: 978-1-4020-0345-5
Online ISBN: 978-94-011-3712-6
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