Abstract
As mentioned in the introduction, the framework that we developed in Chapter 2 for the main purpose of solving stochastic partial differential equations, can also be used to obtain new results — as well as new proofs of old results — for stochastic ordinary differential equations. In this chapter we will illustrate this by discussing some important examples.
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© 1996 Birkhäuser Boston
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Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (1996). Applications to stochastic ordinary differential equations. In: Stochastic Partial Differential Equations. Probability and its Applications. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-9215-6_3
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DOI: https://doi.org/10.1007/978-1-4684-9215-6_3
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4684-9217-0
Online ISBN: 978-1-4684-9215-6
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