期刊名称：International Journal of Differential Equations
印刷版ISSN：1687-9643
电子版ISSN：1687-9651
出版年度：2018
卷号：2018
DOI：10.1155/2018/2059694
出版社：Hindawi Publishing Corporation
摘要：In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an increasing function instead of Lipschitz continuous or continuous. The main tools of this paper are the lower solutions and upper solutions of stochastic differential equations.
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