SDEs with no strong solution arising from a problem of stochastic control

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cox, Alexander M. G., Robinson, Benjamin A.
Format:	Preprint
Published:	2022
Subjects:	Probability 60G44, 60H10 (Primary), 93E20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2205.02519