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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-202/5/a/ii/solution

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Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 202 / 5 / a / ii / Solution by

Codex  0 2026-09-28

A strong solution is adapted to the augmented filtration generated by a prescribed Brownian motion and initial condition; equivalently, it is constructed measurably from that given noise.

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