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[Lecture Notes in Mathematics] Séminaire de Théorie du Potentiel Paris, No. 9 Volume 1393 || On the derivability, with respect to the initial data, of the solution of a stochastic differential equation with Lipschitz coefficients
Bouleau, Nicolas, Feyel, Denis, Mokobodzki, Gabriel, Hirsch, FrancisVolume:
10.1007/BF
Year:
1989
Language:
english
DOI:
10.1007/bfb0085770
File:
PDF, 889 KB
english, 1989