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Sur une construction des solutions d’equations differentielles stochastiques dans le cas non-lipschitzien

Premiere Partie: Martingales Et Integrales Stochastiques

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References

  1. ITO, K. On stochastic differential equations. Mem. Amer. Math. Soc. 4 (1951).

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© 1978 Springer-Verlag Berlin Heidelberg

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Yamada, T. (1978). Sur une construction des solutions d’equations differentielles stochastiques dans le cas non-lipschitzien. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064599

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  • DOI: https://doi.org/10.1007/BFb0064599

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