Apporoximate solutions for stochastic differential equations with pathwise uniqueness

DOI10.1080/07362999408809356zbMath0809.60070OpenAlexW2085767920MaRDI QIDQ4303237

Xuerong Mao

Publication date: 5 April 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809356

zbMATH Keywords

stochastic differential equationCarathéodory approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (8)

An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise ⋮ Approximate solutions for multiple stochastic equations with respect to semimartingales ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ On approximate solution of stochastic delay evolution equation in infinite dimensions ⋮ Approximation schemes for fuzzy stochastic integral equations ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays ⋮ Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

Cites Work

• Continuous Markov processes and stochastic equations
• Approximate solutions for a class of stochastic evolution equations with variable delays
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