“…By Theorem 1, Equation has a solution I ( t , z )=( I ∗ ) U ( t , X t ), such that U ( t , x ) is the solution of U ( t , x ) is the solution of and X t is the solution of with initial state X 0 = z and for t ∈[0,1]. By the work in Reference 8 , Equation has the solution for . The stochastic differential Equation has a solution given by for t ∈[0,1].…”