A stochastic differential equation with a sticky point
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Publication:2448520
DOI10.1214/EJP.v19-2350zbMath1291.60113arXiv1210.1075WikidataQ115240711 ScholiaQ115240711MaRDI QIDQ2448520
Publication date: 2 May 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.1075
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)
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