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On one-dimensional stochastic differential equations with generalized drift

  • H. J. Engelbert
  • W. Schmidt
Stochastic Equations, Diffusions
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 69)

Keywords

Stochastic Differential Equation Initial Distribution Wiener Process Jump Condition Local Martingale 
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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • H. J. Engelbert
    • 1
  • W. Schmidt
    • 1
  1. 1.Friedrich-Schiller-Universität Sektion MathematikJenaGDR

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