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Strong solutions of stochastic equations with rank-based coefficients - MaRDI portal

Strong solutions of stochastic equations with rank-based coefficients (Q1955833)

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Strong solutions of stochastic equations with rank-based coefficients
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    Strong solutions of stochastic equations with rank-based coefficients (English)
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    19 June 2013
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    stochastic differential equations
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    strong existence of a solution
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    strong uniqueness
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    equations with rank-based coefficients
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    triple collision of particles
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