The Existence of Strong Solutions for a Class of Stochastic Differential Equations
In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2018-01-01
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| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2018/2059694 |