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A class of degenerate stochastic differential equations with non-Lipschitz coefficients - MaRDI portal

A class of degenerate stochastic differential equations with non-Lipschitz coefficients (Q369309)

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A class of degenerate stochastic differential equations with non-Lipschitz coefficients
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    A class of degenerate stochastic differential equations with non-Lipschitz coefficients (English)
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    24 September 2013
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    degenerate SDEs
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    non-Lipschitz coefficients
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    comparison theorems
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