No label defined (Q3836719)

The author considers stochastic differential equations of the form \[ dx(t)= (f(x(t))+ h(x(t))dt+ g(x(t))dW(t),\tag{\(*\)} \] where \(f: \mathbb{R}^d\to \mathbb{R}^d\) is a piecewise continuous function, and \(h: \mathbb{R}^d\to \mathbb{R}^d\) and \(g: \mathbb{R}^d\to \mathbb{R}^{d\times r}\) are mappings satisfying the local Lipschitz condition i.e., for every \(N>0\) there exists a constant \(k_N> 0\) such that \(\|h(x)- h(y)\|^2+ \|g(x)- g(y)\|^2\leq k_N\|x- y\|^2\) for all \((x,y)\in \mathbb{B}_N\times \mathbb{B}_N\), \(\mathbb{B}_N= \{x:\|x\|\leq N)\). The author proves the existence and uniqueness of strong solutions to equation \((*)\) in the general case, investigates the dependence of strong solutions on the right-hand side and the initial conditions and establishes an existence theorem for stochastic generalized differential equations.