CONDITIONS TO GUARANTEE THE EXISTENCE AND UNIQUENESS OF THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS

Abstract

The main aim of this paper show the conditions to guarantee the existence and uniqueness of the solution to stochastic differential equations. To make this stochastic analysis theory more understandable, we impose a weakened H ̈older condition and a weakened linear growth condition. Furthermore, we give some properties of the solutions to the stochastic differential equations.