Abstract
As mentioned in the introduction, the framework that we developed in Chapter 2 for the main purpose of solving stochastic partial differential equations, can also be used to obtain new results – as well as new proofs of old results – for stochastic ordinary differential equations. In this chapter we will illustrate this by discussing some important examples.
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Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (2010). Applications to Stochastic Ordinary Differential Equations. In: Stochastic Partial Differential Equations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-0-387-89488-1_3
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DOI: https://doi.org/10.1007/978-0-387-89488-1_3
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Publisher Name: Springer, New York, NY
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Online ISBN: 978-0-387-89488-1
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