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Skorohod stochastic differential equations of diffusion type
Authors:Rainer Buckdahn
Affiliation:1. Fachbereich Mathematik, Humboldt-Universit?t, Unter den Linden 6, O-1086, Berlin, Federal Republic of Germany
Abstract:Leta, b beC2(R1)-functions with bounded derivatives of first and second order. We study stochastic differential equations

$$dX_t  = a(X_t )dW_t  + b(X_t )dt,0 leqq t leqq 1,$$
Keywords:  KeywordHeading"  >Mathematics Subject Classification 60H15
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