Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations

Iryna Volodymyrivna Komashynska

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

Abstract: By using successive approximation, we prove existence and uniqueness result for a class of nonlinear stochastic differential equations. Moreover, it is shown that the solution of such equations is a diffusion process and its diffusion coefficients are found.

Date: 2013
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https://doi.org/10.1155/2013/256809

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:256809

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