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Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
Czechoslovak Mathematical Journal, Tome 52 (2002) no. 1, pp. 87-95 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
Classification : 34F05, 34G20, 35R60, 60H15
Keywords: mild solution; Picard approximations 
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Barbu, Dorel; Bocşan, Gheorghe. Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients. Czechoslovak Mathematical Journal, Tome 52 (2002) no. 1, pp. 87-95. http://geodesic.mathdoc.fr/item/CMJ_2002_52_1_a8/

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