ABSTRACT
The theory of stochastic ordinary differential equations has been well developed since K. Itoˆ introduced the stochastic integral and the stochastic integral equation in the mid-1940s [45, 46]. Therefore, such an equation is also known as an Itoˆ equation in honor of its originator. Owing to its diverse applications ranging from biology and physics to finance, the subject has become increasingly important and popular. For an introduction to the theory and many references, one is referred to the books [3, 36, 44, 59, 67, 74] among many others.
