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
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