Approximate solutions for a class of doubly perturbed stochastic differential equations
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Publication:1711275
DOI10.1186/s13662-018-1490-5zbMath1445.60042OpenAlexW2788791238MaRDI QIDQ1711275
Xuerong Mao, Liangjian Hu, Wei Mao
Publication date: 17 January 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-018-1490-5
non-Lipschitz conditionglobal Lipschitz conditionCarathéodory approximate solutiondoubly perturbed stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Perturbations of ordinary differential equations (34D10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Continuous stage stochastic Runge-Kutta methods ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Weak convergence of delay SDEs with applications to Carathéodory approximation ⋮ The averaging method for doubly perturbed distribution dependent SDEs ⋮ Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients ⋮ Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise ⋮ Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations ⋮ Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces ⋮ Stochastic model of heat transfer in the atmospheric surface layer ⋮ Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary ⋮ On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations
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