Estimate on moments of the solutions to stochastic differential equations in the plane (Q1054378)

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scientific article; zbMATH DE number 3822847
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Estimate on moments of the solutions to stochastic differential equations in the plane
scientific article; zbMATH DE number 3822847

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    Estimate on moments of the solutions to stochastic differential equations in the plane (English)
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    1983
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    Gronwall inequality
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    two-parameter Ito formula
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    two-parameter stochastic differential equation
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