Abstract
We now return to the possible solutions Xt(ω) of the stochastic differential equation
where Wt is 1-dimensional “white noise”.
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© 1989 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (1989). Stochastic Differential Equations. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02574-1_5
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DOI: https://doi.org/10.1007/978-3-662-02574-1_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51740-5
Online ISBN: 978-3-662-02574-1
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