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Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
Mishura, Yu. S., Posashkova, S. V., Shevchenko, G. M.Volume:
79
Year:
2009
Language:
english
Journal:
Theory of Probability and Mathematical Statistics
DOI:
10.1090/s0094-9000-09-00774-1
File:
PDF, 171 KB
english, 2009