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Weak and strong solutions of stochastic differential equations: Existence and stability

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Part of the Lecture Notes in Mathematics book series (LNM,volume 851)

Keywords

  • Stochastic Differential Equation
  • Strong Solution
  • Finite Variation
  • Predictable Process
  • Canonical Decomposition

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Jacod, J., Memin, J. (1981). Weak and strong solutions of stochastic differential equations: Existence and stability. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088728

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  • DOI: https://doi.org/10.1007/BFb0088728

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