Abstract
We now turn to the question of finding a reasonable mathematical interpretation of the “noise” term in the equation of Example 1:
or more generally in equations of the form
where b and σ are some given functions.
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© 1985 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (1985). ITO Integrals. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13050-6_3
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DOI: https://doi.org/10.1007/978-3-662-13050-6_3
Publisher Name: Springer, Berlin, Heidelberg
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