Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
DOI10.1006/JMAA.1997.5889zbMATH Open0912.60073OpenAlexW2033446114MaRDI QIDQ1269653FDOQ1269653
Publication date: 10 May 1999
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.1997.5889
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Higher-order parabolic equations (35K25) Stochastic systems in control theory (general) (93E03) Initial value problems for linear higher-order PDEs (35G10) Stochastic analysis (60H99)
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Cited In (11)
- The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
- Positivity and explosion in mean \(L^p\)-norm of stochastic functional parabolic equations of retarded type
- Weak convergence of delay SDEs with applications to Carathéodory approximation
- Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions
- The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
- 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
- Numerical analysis for neutral SPDEs driven by α-stable processes
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