Existence and Uniqueness of Solutions for Some Basic Stochastic Differential Equations
نویسندگان
چکیده
منابع مشابه
Existence and uniqueness of solutions of stochastic functional differential equations
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for each initial condition. Our results extend those of previous works. For local existence and uniqueness, we only require the coefficients to be continuous and ...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2021
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1802/4/042094