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Original Articles

On existence and local stability of solutions of stochastic differential equations

Pages 703-714 | Published online: 15 Feb 2007

REFERENCES

  • Banas , J. and Szynal , D. 1991 . On existence, Asymptotic behaviour and stability of solutions of Stochastic Integral Equations . Stochastic Analysis and Applications , 4 : 363 – 385 .
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  • Ikeda , N. and Watanable , S. 1981 . Stochastic differential equations and diffusion proces Oxford, New York : North-Holland Publishing Company .
  • Protter , P.E. 1989 . Stochastic integration and differential equation: A new approach Berlin : Springer .
  • W , Rangquan. 1985 . Stochastic differential equations 70 – 78 . Pitman Publishing: England .
  • Yan , J. 1981 . Introduction of stochastic calculus Shanghai publish company .
  • Chen , W. 1981 . Nonlinear functional analysis Gansu publishing company .

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