Abstract
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.
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Barbu, D., Bocşan, G. Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients. Czechoslovak Mathematical Journal 52, 87–95 (2002). https://doi.org/10.1023/A:1021723421437
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DOI: https://doi.org/10.1023/A:1021723421437