Report - 2015 6 14homepage.fudan.edu.cn/jgying/files/2011/06...0 w o ~ E X t − X 0 = Z t 0 A(s,X s)ds+ Z t 0 σ(s,X s)dW s. K @. C, 2 J | X c F Z σ(t,X t)dW t. (o ~ , Q v K) d < V X \. K.

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