By using successive approximation, we prove existence and uniqueness result for a class of nonlinear stochastic differential equations. Moreover, it is shown that the solution of such equations is a diffusion process and its diffusion coefficients are found.
"Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations." Abstr. Appl. Anal. 2013 1 - 7, 2013. https://doi.org/10.1155/2013/256809