Pages that link to "Item:Q5391399"
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The following pages link to Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q5391399):
Displaying 10 items.
- International borrowing without commitment and informational lags: choice under uncertainty (Q502345) (← links)
- Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients (Q1723981) (← links)
- From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations (Q2236667) (← links)
- Convergence of solutions and their exit times in diffusion models with jumps (Q2263266) (← links)
- Growth and financial liberalization under capital collateral constraints: the striking case of the stochastic AK model with CARA preferences (Q2512359) (← links)
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171) (← links)
- Convergence of exit times for diffusion processes (Q2923405) (← links)
- (Q3468399) (← links)
- (Q3823576) (← links)
- (Q5407514) (← links)
