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New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
Lan, Guangqiang
;
Wu, Jiang-Lun
- In:
Stochastic Processes and their Applications
124
(
2014
)
12
,
pp. 4030-4049
derive
moment
estimations
for
the
maximum
process
of the solution. Finally, we present a sufficient condition to ensure the …
Persistent link: https://www.econbiz.de/10010940005
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