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Komashynska, Iryna Volodymyrivna

Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations. (English) Zbl 1279.60071

Abstr. Appl. Anal. 2013, Article ID 256809, 7 p. (2013).
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.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
34F05 Ordinary differential equations and systems with randomness
60J60 Diffusion processes

Keywords:

existence and uniqueness result; nonlinear stochastic differential equations
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References:

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