Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations | Zendy

Iryna Komashynska | Zendy

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Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations

Author(s) -

Iryna Komashynska

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/256809

Subject(s) - mathematics , uniqueness , nonlinear system , class (philosophy) , stochastic differential equation , mathematical analysis , diffusion , differential equation , diffusion process , innovation diffusion , physics , quantum mechanics , artificial intelligence , computer science , thermodynamics , knowledge management

By using successive approximation, we prove 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

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