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Sample solutions of stochastic ordinary differential equations *  

Author: K. Deimling a
Affiliation:   a Fachbereich 17 der Universitaumlt, Paderborn, Fed. Rep. Germany
DOI: 10.1080/07362998508809051
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 3, Issue 1 1985 , pages 15 - 21
Formats available: PDF (English)
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Abstract

Motivated by the stochastic differential equation ./LSAA_A_8809051_O_XML_IMAGES/LSAA_A_8809051_O_ILM0001.gif  in Rn we prove a measurable dependence on parameters theorem for ODEs in case f is only continuous in xεRn. This is done by means of a known result about measurable selections of multivated maps. Afterwards we discuss consequences for stochastic ODEs
*Research partially supported by U. S. Army Research Grant No. DAAG 29-8l-G-0008.
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