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Ito stochastic equations are derived for a class of multidimensional Gaussian processes appearing in connection with generalized spline functions. Some analytic consequences for the spline interpol...
In this paper we introduce several approximation schemes for It8 equations with two parameters which are suggested by the Lie-Trotter product formula from the theory of nonlinear semigroups. By usi...
We consider the one-dimensional stochastic equation for a continuous local martingale M with square variation {M) and measurable drift and diffusion coefficients b and F. The main purpose of this p...
Spatial birth and death processes as solutions of stochastic equations .

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