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On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions

Première Partie: EXPOSES 1974/1975

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 511)

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References

  1. Skorohod, A.V. Stochastic equations for diffusion processes in a bounded region. Theory of Prob. and its Applications. Vol. 6, 1961.

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  2. Nakao, S. Comparison theorems for solutions of one-dimensional stochastic differential equations. Proceedings of the second Japan-USSR symposium on Probability thory. Lecture Notes in Mathematics 330, Springer, 1973.

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  3. Manabe, S. Shiga T. On one-dimensional stochastic differential equations with non-sticky boundary conditions. J. Math. Kyoto Univ. vol. 13 No 3 1973.

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  4. Yamada, T. Watanabe, S. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. Vol. 11, no 1, 1971.

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© 1976 Springer-Verlag

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Yamada, T. (1976). On the uniqueness of solutions of stochastic differential equations with reflecting barrier conditions. In: Meyer, P.A. (eds) Séminaire de Probabilités X Université de Strasbourg. Lecture Notes in Mathematics, vol 511. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0101111

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  • DOI: https://doi.org/10.1007/BFb0101111

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  • Print ISBN: 978-3-540-07681-0

  • Online ISBN: 978-3-540-38197-6

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