Some Types of Carathéodory Scheme for Caputo Stochastic Fractional Differential Equations in Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document} Spaces

被引:0
作者
Phan Thi Huong
Pham The Anh
机构
[1] Le Quy Don Technical University,Department of Mathematics
关键词
Stochastic differential and integral equations; Stochastic Volterra equations; Fractional calculus; Mild solutions; Numerical method; Carathéodory scheme; 90C25; 90C33; 65K10; 65K15;
D O I
10.1007/s40306-023-00518-0
中图分类号
学科分类号
摘要
In this paper, we construct Carathéodory type and exponential Carathéodory type schemes for Caputo stochastic fractional differential equations (CSFDEs) of order α∈(12,1)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in (\frac{1}{2},1)$$\end{document} in Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document} spaces with p≥2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p \ge 2$$\end{document} whose coefficients satisfy a standard Lipschitz and a linear growth bound conditions. The strong convergence and the convergence rate of these schemes are also established.
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页码:651 / 669
页数:18
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