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- W1978335025 abstract "A new kind of comparison theorem in which an SDE is compared with two deterministic ODEs is established by means of the generalized sample solutions of SDEs. Using this theorem, we can compare solutions of two SDEs with different diffusion coefficients and obtain some asymptotic estimations for the paths of diffusion processes." @default.
- W1978335025 created "2016-06-24" @default.
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- W1978335025 date "1984-01-01" @default.
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- W1978335025 title "A comparison theorem for solutions of stochastic differential equations and its applications" @default.
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- W1978335025 doi "https://doi.org/10.1090/s0002-9939-1984-0746100-9" @default.
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