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Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations

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For stochastic differential equations (SDEs) of the form dX(t) = b(X)(t)) dt + [sigma] (X(t))dW(t) where b and [sigma] are Lipschitz continuous, it is shown that if we consider a fixed [sigma] [epsilon] C5, bounded and with bounded derivatives, the ...
Knudsen, Thomas Skov
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