An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition

DOI10.2478/AUOM-2021-0037OpenAlexW4200018994WikidataQ115227984 ScholiaQ115227984MaRDI QIDQ5879846

Marija Milošević, Dušan D. Djordjević

Publication date: 6 March 2023

Published in: Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/auom-2021-0037

zbMATH Keywords

stochastic differential equationsFréchet derivativeTaylor approximationpolynomial condition\(L^p\) and almost sure convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rate of convergence, degree of approximation (41A25) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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