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Volumn 203, Issue 1, 2003, Pages 262-285

On a type of stochastic differential equations driven by countably many Brownian motions

Author keywords

Existence; Non contact property; One dimensional SDE; Strong comparison theorem; Uniqueness

Indexed keywords


EID: 0043263819     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1236(03)00066-1     Document Type: Article
Times cited : (41)

References (14)
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  • 4
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  • 7
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  • 8
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    • Mao, X.R.1
  • 9
    • 0008981096 scopus 로고
    • Uniqueness on two-parameter Itô's stochastic differential equations
    • Z.X. Nie, Uniqueness on two-parameter Itô's stochastic differential equations, Acta Math. Sinica. 30 (1987) 179-186.
    • (1987) Acta Math. Sinica. , vol.30 , pp. 179-186
    • Nie, Z.X.1
  • 10
    • 0005498596 scopus 로고
    • Local time and pathwise uniqueness for stochastic differential equations
    • Springer-Verlag, Berlin/Heidelberg, New York
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  • 14
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.