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Occupation densities of stratonovitch stochastic differential equations with boundary conditions - MaRDI portal

Occupation densities of stratonovitch stochastic differential equations with boundary conditions (Q4286669)

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scientific article; zbMATH DE number 541498
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Occupation densities of stratonovitch stochastic differential equations with boundary conditions
scientific article; zbMATH DE number 541498

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    Occupation densities of stratonovitch stochastic differential equations with boundary conditions (English)
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    20 September 1994
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    anticipative stochastic calculus
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    Stratonovich equation with boundary condition
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    semimartingale theory
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    moduli of continuity
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    occupation density
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