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On differentiability of stochastic flow for а multidimensional SDE with discontinuous drift
Aryasova, Olga, Pilipenko, AndreyVolume:
19
Year:
2014
Language:
english
Journal:
Electronic Communications in Probability
DOI:
10.1214/ECP.v19-2886
File:
PDF, 347 KB
english, 2014