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- December 30th 2010, 07:37 PM #1

- Joined
- Dec 2010
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- 1

## DSE

Hello,

I do have a big problem, can anyone help me?

we consider the SDE :

for every , the stoping time sequence :

First we shox that for every with compact support, :

(with ) thank to the Itô formula.

then my problem is to show that a.s. by choosing a "good" function.