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Controlled Stochastic Differential Equations

Chapter

Abstract

In this Section we present definitions and results related to the theory of stochastic integration which will be used frequently in what follows. Proofs can be found in the books listed in the Bibliography.

Keywords

Stochastic Differential Equation Wiener Process Borel Function Sample Function Independent Increment 
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Copyright information

© Springer-Verlag New York Inc. 1979

Authors and Affiliations

  1. 1.Institute of Applied Mathematics and MechanicsAcademy of Sciences of the Ukranian SSRDonetskUSSR
  2. 2.Institute of MathematicsAcademy of Sciences of the Ukranian SSRKievUSSR

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