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Reflexion discontinue et systèmes stochastiques. (French) Zbl 0448.60043


MSC:

60H20 Stochastic integral equations
60G44 Martingales with continuous parameter
60J55 Local time and additive functionals
60J60 Diffusion processes
60G46 Martingales and classical analysis
45K05 Integro-partial differential equations
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