The existence and uniqueness of the solution for stochastic differential equations

@article{Haiyin2009TheEA,
  title={The existence and uniqueness of the solution for stochastic differential equations},
  author={Gao Haiyin and Weng Shiyou},
  journal={2009 Chinese Control and Decision Conference},
  year={2009},
  pages={2682-2685}
}
The purpose of this paper is to generalize the existence and uniqueness theorem of solutions to stochastic differential equation, under the the uniform Lipschitz condition, linear growth condition is weaked, The existence and uniqueness theorem of solutions to stochastic differential equation is obtained and the estimate for the error between approximate solution and accurate solution is given. 

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On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian Sheet type, Stochastic processes and their Applications Vol.94,pp.339-354,2001

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On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian Sheet type , Stochastic processes and their Applications Vol

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