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- W2011961946 abstract "We study questions of existence and weak convergence of solutions of stochastic differential equations of the type X t =x+ ∫t 0 B(X s ) d M s + ∫t 0 A(X s ) d 〈M〉 s , t∈ R + , where M =( M 1 ,…, M d ) is a d -dimensional continuous local martingale and the coefficients A, B are noncontinuous." @default.
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- W2011961946 date "1991-04-01" @default.
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- W2011961946 title "On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients" @default.
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- W2011961946 doi "https://doi.org/10.1016/0304-4149(91)90042-b" @default.
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