An example of a stochastic differential equation with the property of weak non-uniqueness of a solution von Kopytko, B.I., Portenko, M.I.

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The Brownian motion process with generalized diffusion matrix and drift vector von Kopytko, B.I., Novosyadlo, A.F.

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A multidimensional model of the diffusion process with membrane whose properties are described by a general Wentzel boundary condition von Kopytko, B.I., Tsapovs’ka, Z.Ya.

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