Carathéodory approximation solutions to a class of stochastic functional differential equations

DOI10.1080/00036819608840450zbMath0872.60047OpenAlexW2048277844WikidataQ58249584 ScholiaQ58249584MaRDI QIDQ4339870

Jan Turo

Publication date: 3 August 1997

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036819608840450

zbMATH Keywords

existenceuniquenessretarded argumentsCarathéodory approximationhereditary Volterra termsnonlinear stochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (7)

Weak convergence of delay SDEs with applications to Carathéodory approximation ⋮ Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients ⋮ Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ 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

Cites Work

• Unnamed Item
• Successive approximations of solutions to stochastic functional differential equations
• Continuous Markov processes and stochastic equations
• Approximate solutions for a class of stochastic evolution equations with variable delays
• On the solution of stochastic ordinary differential equations via small delays

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