Existence and Uniqueness of Solution for a Class of Stochastic Differential Equations

A class of stochastic differential equations given by dx(t) = f(x(t))dt + g(x(t))dW(t),  x(t (0)) = x (0),  t (0) ≤ t ≤ T < +∞, are investigated. Upon making some suitable assumptions, the existence and uniqueness of solution for the equations are obtained. Moreover, the existence and uniqueness...

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Detalles Bibliográficos
Autores principales: Cao, Junfei, Huang, Zaitang, Zeng, Caibin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2013
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3793590/
https://www.ncbi.nlm.nih.gov/pubmed/24174909
http://dx.doi.org/10.1155/2013/132923

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3793590/
https://www.ncbi.nlm.nih.gov/pubmed/24174909
http://dx.doi.org/10.1155/2013/132923

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