Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations (Q369820)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6209233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6209233 |
Statements
Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations (English)
0 references
19 September 2013
0 references
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.
0 references
existence and uniqueness result
0 references
nonlinear stochastic differential equations
0 references
0 references
0.9771911
0 references
0.9717901
0 references
0.96799856
0 references
0 references
0.9573551
0 references
0.9570396
0 references
