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An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito
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An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito (1962)An Example of Non-Uniqueness of the Solut…On the one-sided Tanaka equation with drift (2011)On the one-sided Tanaka equat…Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…Stochastic Differential Equations (1972)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Continuous Martingales and Brownian Motion (1999)One-Dimensional Stochastic Differential Equations with Generalized Drift (2014)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)On the uniqueness of solutions of stochastic differential equations (1971)An Introductory Approach to Duality in Optimal Stochastic Control (1978)Stochastic partial differential equations and filtering of diffusion processes (1980)
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  • 1969Diffusion processes with continuous coefficients, I367 cited
  • 2011On the one-sided Tanaka equation with drift18 cited

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