Caratheodory's approximation for a type of Caputo fractional stochastic differential equations

被引:8
作者
Guo, Zhongkai [1 ]
Hu, Junhao [1 ]
Wang, Weifeng [1 ]
机构
[1] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
基金
美国国家科学基金会;
关键词
Caputo derivative; Stochastic differential equation; Caratheodry's approximation; 26A33; 60H10; EXISTENCE;
D O I
10.1186/s13662-020-03020-1
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The Caratheodory approximation for a type of Caputo fractional stochastic differential equations is considered. As is well known, under the Lipschitz and linear growth conditions, the existence and uniqueness of solutions for some type of differential equations can be established. However, this approach does not give an explicit expression for solutions; it is not applicable in practice sometimes. Therefore, it is important to seek the approximate solution. As an extending work for stochastic differential equations, in this paper, we consider Caratheodory's approximate solution for a type of Caputo fractional stochastic differential equations.
引用
收藏
页数:12
相关论文
共 50 条
  • [1] Caratheodory’s approximation for a type of Caputo fractional stochastic differential equations
    Zhongkai Guo
    Junhao Hu
    Weifeng Wang
    Advances in Difference Equations, 2020
  • [2] On the Averaging Principle of Caputo Type Neutral Fractional Stochastic Differential Equations
    Zou, Jing
    Luo, Danfeng
    QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, 2024, 23 (02)
  • [3] Stability of solutions of Caputo fractional stochastic differential equations
    Xiao, Guanli
    Wang, JinRong
    NONLINEAR ANALYSIS-MODELLING AND CONTROL, 2021, 26 (04): : 581 - 596
  • [4] The Caratheodory approximation scheme for stochastic differential equations with G-Levy process
    Ullah, Rahman
    Faizullah, Faiz
    Ul Islam, Naeem
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2023, 46 (13) : 14120 - 14130
  • [5] On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations
    Huong, P. T.
    Anh, P. T.
    STATISTICS & PROBABILITY LETTERS, 2025, 216
  • [6] On the averaging principle for stochastic differential equations involving Caputo fractional derivative
    Xiao, Guanli
    Feckan, Michal
    Wang, JinRong
    CHAOS, 2022, 32 (10)
  • [7] Stochastic fractional differential equations driven by Levy noise under Caratheodory conditions
    Abouagwa, Mahmoud
    Li, Ji
    JOURNAL OF MATHEMATICAL PHYSICS, 2019, 60 (02)
  • [8] Euler-Maruyama scheme for Caputo stochastic fractional differential equations
    Doan, T. S.
    Huong, P. T.
    Kloeden, P. E.
    Vu, A. M.
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2020, 380
  • [9] Qualitative Analysis of Stochastic Caputo-Katugampola Fractional Differential Equations
    Khan, Zareen A.
    Liaqat, Muhammad Imran
    Akgul, Ali
    Conejero, J. Alberto
    AXIOMS, 2024, 13 (11)
  • [10] EXISTENCE AND CONTINUATION OF SOLUTIONS FOR CAPUTO TYPE FRACTIONAL DIFFERENTIAL EQUATIONS
    Li, Changpin
    Sarwar, Shahzad
    ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS, 2016,