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Short Communications

On moment estimates for the solution of a system of stochastic differential equations

V. A. Lebedev

Moscow

Abstract: For the weak solution of $n$-vector stochastic differential equation (1), the regularity, in the sense of [1], is proved under sufficient growth condition (4) for the coefficients. Under this condition some estimates for moments of the solution and its increments are also obtained.

Received: 03.12.1974

 English version: Theory of Probability and its Applications, 1977, 21:3, 586–593

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