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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2013
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| Materias: | |
| 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 |