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In this paper we prove a discretized version of Krylov's estimate for discretized It\^o's processes.
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P.E. Kloeden and E. Platen, Numerical solutions of stochastic differential equations
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I. Gyöngy and N. Krylov, Existence of strong solutions for Ito’s stochastic equations via approximations, Probab. Theory Relat. Fields
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X. Huang and F.Y. Wang: Distribution dependent SDEs with singular coefficients. arXiv:1805.01682v1
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J. Li and H. Min, Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games. SIAM Journal on Control and Optimization
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