title: Existence and uniqueness of solution for a class of stochastic differential equations.
abstract: A class of stochastic differential equations given by dx(t) = f(x(t))dt + g(x(t))dW(t),  x(t 0) = x 0,  t 0 ≤ t ≤ T < +∞, are investigated. Upon making some suitable assumptions, the existence and uniqueness of solution for the equations are obtained. Moreover, the existence and uniqueness of solution for stochastic Lorenz system, which is illustrated by example, are in good agreement with the theoretical analysis.
authors.affiliation: Department of Mathematics, Guangdong University of Education, Guangzhou 510310, China.
authors.forename: Junfei
authors.initials: J
authors.lastname: Cao
authors.forename: Zaitang
authors.initials: Z
authors.lastname: Huang
authors.forename: Caibin
authors.initials: C
authors.lastname: Zeng
mesh_terms: D000465:Algorithms; D008433:Mathematics; D008962:Models, Theoretical; D015203:Reproducibility of Results; D013269:Stochastic Processes; D013997:Time Factors