Stochastic Differential Equations
Stochastic modelling and applied probabilityPublished 1 January 2014
Étienne Pardoux, Aurel Răşcanu
Citations573
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Abstract
Let {B t , t ≥ 0} be a k-dimensional Brownian motion with respect to the given stochastic basis $$\left (\Omega,\mathcal{F}, \mathbb{P},\{\mathcal{F}_{t}\}_{t\geq 0}\right )$$ .
Keywords
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