The Existence of Strong Solutions for a Class of Stochastic Differential Equations
In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018-01-01
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| Series: | International Journal of Differential Equations |
| Online Access: | http://dx.doi.org/10.1155/2018/2059694 |
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| Summary: | In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations. |
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| ISSN: | 1687-9643 1687-9651 |