Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations
نویسنده
چکیده
and Applied Analysis 3 Thus, we have E sup t∈[t0 ,T] xn+1 (t) − xn (t) 2 ≤ 3(L 2 1 E sup t∈[t0,T] xn (t) − xn−1 (t) 2 + (T − t0) 2 L 2 E sup t∈[t0 ,T] xn (t) − xn−1 (t) 2
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