Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations
Author
Komashynska, Iryna Volodymyrivna
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-25
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Komashynska, Iryna Volodymyrivna. 2013. Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-457893
Modern Language Association (MLA)
Komashynska, Iryna Volodymyrivna. Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations. Abstract and Applied Analysis No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-457893
American Medical Association (AMA)
Komashynska, Iryna Volodymyrivna. Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-457893
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-457893
