Kohatsu-Higa, ArturoLeón, J. A. (León Vázquez, Jorge A.)Nualart, David, 1951-2012-04-102012-04-1019971350-7265https://hdl.handle.net/2445/23385In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.13 p.application/pdfeng(c) ISI/BS, International Statistical Institute, Bernoulli Society, 1997Equacions diferencials estocàstiquesIntegralsStochastic differential equationsIntegralsinfo:eu-repo/semantics/article146396info:eu-repo/semantics/openAccess