On a type of stochastic differential equations driven by countably many Brownian motions
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Publication:1410559
DOI10.1016/S0022-1236(03)00066-1zbMath1028.60050MaRDI QIDQ1410559
Publication date: 14 October 2003
Published in: Journal of Functional Analysis (Search for Journal in Brave)
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Cites Work
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- On solutions of backward stochastic differential equations with jumps and applications
- Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
- Modulus of continuity of the canonic Brownian motion ``on the group of diffeomorphisms of the circle
- On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
- On the uniqueness of solutions of stochastic differential equations
- On the strong comparison theorems for solutions of stochastic differential equations
- The canonic diffusion above the diffeomorphism group of the circle
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