摘要： In this paper we study the existence and uniqueness of solutions of It type stochastic integral equations. The main tools employed in our analysis are the method of integral contractor and the integral inequality recently established by Pachpatte.
M. G. Murget, B. G Pachpatte. EXISTENCE AND UNIQUENESS OF SOLUTION OF NONLINEAR ITÔ TYPE STOCHASTIC INTEGRAL EQUATIONS[J]. 数学物理学报(英文版), 1987, 7(2): 207-216.
M. G. Murge, B. G Pachpatte. EXISTENCE AND UNIQUENESS OF SOLUTION OF NONLINEAR ITÔ TYPE STOCHASTIC INTEGRAL EQUATIONS[J]. Acta mathematica scientia,Series B, 1987, 7(2): 207-216.