Existence and Uniqueness of Solution for a Class of Stochastic Differential Equations

Existence and Uniqueness of Solution for a Class of Stochastic Differential Equations

A class of stochastic differential equations given by dx(t)=f(x(t))dt+g(x(t))dW(t), x(t0)=x0, t0≤t≤T

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Veröffentlicht in:TheScientificWorld 2013-01, Vol.2013 (2013), p.1-7
Hauptverfasser: Cao, Junfei, Zeng, Caibin, Huang, Zaitang
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Differential equations
Dynamical systems
Euclidean space
Growth disorders
Lorenz system
Mathematical analysis
Mathematics
Models, Theoretical
Partial differential equations
Random variables
Reproducibility of Results
Stochastic Processes
Stochasticity
Theoretical analysis
Time Factors
Uniqueness
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Beschreibung
Zusammenfassung:A class of stochastic differential equations given by dx(t)=f(x(t))dt+g(x(t))dW(t), x(t0)=x0, t0≤t≤T
ISSN:2356-6140
1537-744X
DOI:10.1155/2013/132923