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378 articles – 175 references
[version française]
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On the derivability, with respect to initial data, of the solution of a stochastic differential equation with lipschitz coeffcients
Bouleau N., Hirsch F.
In
Séminaire de Théorie du Potentiel Paris
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Séminaire de Théorie du Potentiel n°9
, France (1988) [hal-00451851 - version 1]