An Approximate Solution of Stochastic Differential Equations with Retarded Argument

1970 ◽  
Vol 15 (1) ◽  
pp. 139-142 ◽  
Author(s):  
T. A. Zamanov
Keyword(s):  
Approximate Solution ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Retarded Argument

scholarly journals Caratheodory’s approximation for a type of Caputo fractional stochastic differential equations

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Zhongkai Guo ◽  
Junhao Hu ◽  
Weifeng Wang
Keyword(s):  
Approximate Solution ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Explicit Expression ◽  
Existence And Uniqueness ◽  
Linear Growth ◽  
Growth Conditions ◽  
Uniqueness Of Solutions ◽  
Fractional Stochastic Differential Equations

AbstractThe Caratheodory approximation for a type of Caputo fractional stochastic differential equations is considered. As is well known, under the Lipschitz and linear growth conditions, the existence and uniqueness of solutions for some type of differential equations can be established. However, this approach does not give an explicit expression for solutions; it is not applicable in practice sometimes. Therefore, it is important to seek the approximate solution. As an extending work for stochastic differential equations, in this paper, we consider Caratheodory’s approximate solution for a type of Caputo fractional stochastic differential equations.

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