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SDEs with random and irregular coefficients

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 نشر من قبل Guohuan Zhao
 تاريخ النشر 2020
  مجال البحث
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 تأليف Guohuan Zhao




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We prove the existence and uniqueness for SDEs with random and irregular coefficients through solving a backward stochastic Kolmogorov equation and using a modified Zvonkins type transformation.

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