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Succesive approximation to mild solutions of stochastic differential equations. (English) Zbl 0976.60056

Summary: Using the method of delayed approximations and Hausdorff measure of noncompactness, we investigate the global existence of mild solutions for a class of ItĂ´ type stochastic differential equations whose coefficients satisfy more general than Lipschitz and linear growth conditions.

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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