Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations
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.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/256809 |
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