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WITHDRAWN: Existence of solutions to stochastic set differential equations driven by local martingales

✍ Scribed by Fei, Weiyin; Liu, Hongjian


Book ID
120087215
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
47 KB
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


Strong Markov Continuous Local Martingal
✍ H. J. Engelbert; W. Schmidt πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 944 KB

The main purpose of the present paper is to investigate the connection between strong MARKOV continuous local martingales and solutions of one-dimensional stochastic differential equations driven by a WIENER process. Thus this paper contributes to the general problem to clarify the structure of MAB