Pathwise uniqueness and continuous dependence for SDEs with non-regular drift

Author: Fedrizzi E.   Flandoli F.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.83, Iss.3, 2011-06, pp. : 241-257

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Abstract