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On the decomposition of solutions of stochastic differential equations. (English) Zbl 0474.60046
Stochastic integrals, Proc. LMS Durham Symp. 1980, Lect. Notes Math. 851, 213-255 (1981).

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
58J65 Diffusion processes and stochastic analysis on manifolds