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An example of a stochastic differential equation having no strong solution. (English. Russian original) Zbl 0353.60061

Theory Probab. Appl. 20, 416-418 (1975); translation from Teor. Veroyatn. Primen. 20, 427-430 (1975).

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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