Caratheodory's approximation for a type of Caputo fractional stochastic differential equations
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作者:
Guo, Zhongkai
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South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R ChinaSouth Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
Guo, Zhongkai
[1
]
Hu, Junhao
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South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R ChinaSouth Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
Hu, Junhao
[1
]
Wang, Weifeng
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South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R ChinaSouth Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
Wang, Weifeng
[1
]
机构:
[1] South Cent Univ Nationalities, Sch Math & Stat, Wuhan 430074, Peoples R China
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.
机构:
Texas A&M Univ Kingsville, Dept Math, Kingsville, TX 78363 USA
King Abdulaziz Univ, NAAM Res Grp, Jeddah 21589, Saudi ArabiaTexas A&M Univ Kingsville, Dept Math, Kingsville, TX 78363 USA
Agarwal, Ravi
O'Regan, Donal
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King Abdulaziz Univ, NAAM Res Grp, Jeddah 21589, Saudi Arabia
Natl Univ Ireland, Sch Math Stat & Appl Math, Galway, IrelandTexas A&M Univ Kingsville, Dept Math, Kingsville, TX 78363 USA
机构:
Univ Aveiro, Ctr Res & Dev Math & Applicat CIDMA, Dept Math, P-3810193 Aveiro, PortugalUniv Aveiro, Ctr Res & Dev Math & Applicat CIDMA, Dept Math, P-3810193 Aveiro, Portugal