Existence and uniqueness of the solutions of stochastic differential equations

DOI10.1080/17442508308833278zbMath0535.60054OpenAlexW2047442428MaRDI QIDQ3319518

Xuerong Mao, Rangquan Wu

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833278

zbMATH Keywords

growth conditionslocal Lipschitz conditions

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cites Work

• Unnamed Item
• Calcul stochastique et problèmes de martingales