An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1107031
Reference6 articles.
1. One-Dimensional Continuous Strong Markov Processes
2. Markov Processes and Semigroups of Operators
3. Convergence of Random Processes and Limit Theorems in Probability Theory
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