Caratheodory's approximate solution to stochastic differential delay equation

DOI10.22436/JNSA.010.04.08zbMath1412.60077OpenAlexW2604701222WikidataQ115230055 ScholiaQ115230055MaRDI QIDQ4631020

Young-Ho Kim, Yeol Je Cho

Publication date: 24 April 2019

Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.010.04.08

zbMATH Keywords

Hölder inequalitymoment inequalitystochastic differential delay equationCarathéodory approximation procedure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites Work

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• On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
• Dynamics of Gilpin-Ayala competition model with random perturbation
• Moment decay rates of stochastic differential equations with time-varying delay

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