Approximation of Solutions of a Stochastic Differential Equation

DOI10.1007/978-81-322-2485-3_4zbMath1338.34147OpenAlexW2328451089MaRDI QIDQ2801897

Sanjukta Das, Nagarajan Sukavanam, Dwijendra Narain Pandey

Publication date: 22 April 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_4

zbMATH Keywords

analytic semigroupdeviated argumentstochastic fractional differential equation

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Applications of operator theory to differential and integral equations (47N20) Theoretical approximation of solutions to functional-differential equations (34K07) Functional-differential equations with fractional derivatives (34K37)

Cites Work

• Unnamed Item
• Existence-uniqueness and continuation theorems for stochastic functional differential equations
• Semigroups of linear operators and applications to partial differential equations
• Existence of solution and approximate controllability for neutral differential equation with state dependent delay
• Approximation of solutions to retarded differential equations with applications to population dynamics

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