Geodesic
Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
Czechoslovak Mathematical Journal, Tome 52 (2002) no. 1, pp. 87-95.

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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.
Classification : 34F05, 34G20, 35R60, 60H15
Keywords: mild solution; Picard approximations 
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     author = {Barbu, Dorel and Boc\c{s}an, Gheorghe},
     title = {Approximations to mild solutions of stochastic semilinear equations with {non-Lipschitz} coefficients},
     journal = {Czechoslovak Mathematical Journal},
     pages = {87--95},
     publisher = {mathdoc},
     volume = {52},
     number = {1},
     year = {2002},
     mrnumber = {1885459},
     zbl = {1001.60068},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMJ_2002__52_1_a8/}
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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/