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(t0)=x0, t0≤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 of solution for stoch...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2013-01-01
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| Series: | The Scientific World Journal |
| Online Access: | http://dx.doi.org/10.1155/2013/132923 |