Existencia de soluciones de ecuaciones diferenciales estocásticas

In classic theorems, when we have a stochastic differential equation of the form dXt = f(t,Xt)dt + G(t,Xt)dWt, Xt = ξ, to ≤ t ≤ T and lt; ∞, where Wt is a Wiener Process and ξ is a random variable independent of Wt-Wto for t ≥ to in order to have existence and uniqueness of solutions it is suppose...