On stochastic solutions of nonlocal random functional integral equations

DOI10.1016/J.AJMSC.2018.11.004zbMath1438.60070OpenAlexW2902326786WikidataQ128823281 ScholiaQ128823281MaRDI QIDQ2313899

M. I. Youssef, M. M. Elborai

Publication date: 23 July 2019

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ajmsc.2018.11.004

zbMATH Keywords

stochastic differential equationexistenceuniquenessAnderson-Darlingnonlocal conditionsMilstein schemeSchauder's fixed point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Large deviations for the stochastic functional integral equation with nonlocal condition

Cites Work

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• Theorems about the existence and uniqueness of solutions of a semilinear evolution nonlocal Cauchy problem
• Some probability densities and fundamental solutions of fractional evolution equations
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Stochastic Processes for Physicists
• Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion
• Stochastic Processes and Applications

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