Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations (Q369820)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations |
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Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations (English)
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19 September 2013
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Summary: Using successive approximation, we prove an 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.
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existence and uniqueness result
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nonlinear stochastic differential equations
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