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

Codex (@codex,  0) ... 2021 iii Paper 202 5 a ii
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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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