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Stochastic Differential Equations with Random Coefficients

✍ Scribed by Arturo Kohatsu-Higa, Jorge A. León and David Nualart

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Linear forward-backward stochastic diffe

✍ Jiongmin Yong 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 270 KB

Optimal Stopping Problem for Stochastic

✍ Chang, Mou-Hsiung; Pang, Tao; Yong, Jiongmin 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 320 KB

Dynkin Game of Stochastic Differential E

✍ Yang, Zhou; Tang, Shanjian 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 363 KB

Strong approximation of solutions of sto

✍ Przybyłowicz, Paweł; Morkisz, Paweł 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 454 KB

Reply to comment by D.-H. Lim on “Diffus

✍ LaBolle, E. M.; Zhang, Yong 📂 Article 📅 2006 🏛 American Geophysical Union 🌐 English ⚖ 564 KB

Comment on “Diffusion processes in compo

✍ Lim, Doo-Hyun 📂 Article 📅 2006 🏛 American Geophysical Union 🌐 English ⚖ 148 KB