Approximation of solutions of a stochastic differential equation
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Publication:2801897
Stochastic functional-differential equations (34K50) Applications of operator theory to differential and integral equations (47N20) Theoretical approximation of solutions to functional-differential equations (34K07) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with fractional derivatives (34K37) One-parameter semigroups and linear evolution equations (47D06)
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Cites work
- Approximate controllability of a functional differential equation with deviated argument
- Approximation of solutions to retarded differential equations with applications to population dynamics
- Existence of solution and approximate controllability for neutral differential equation with state dependent delay
- Existence-uniqueness and continuation theorems for stochastic functional differential equations
- Semigroups of linear operators and applications to partial differential equations
Cited in
(17)- scientific article; zbMATH DE number 474424 (Why is no real title available?)
- scientific article; zbMATH DE number 4026472 (Why is no real title available?)
- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
- Approximation by time discretization of special stochastic evolution equations
- Approximation of solutions to stochastic fractional integro-differential equation with deviated argument
- Approximation of a solution of a semilinear evolution equations with a deviated argument
- scientific article; zbMATH DE number 926987 (Why is no real title available?)
- Approximation of the solution to the parabolic equation driven by stochastic measure
- Approximation of SDEs: a stochastic sewing approach
- Approximation of solutions of a stochastic fractional differential equation with deviating argument
- Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique
- Approximation of solutions to a delay equation with a random forcing term and non local conditions
- On approximations of solutions of stochastic equations with monotone coefficients
- Approximation of stochastic equations driven by predictable processes
- Representation of the functions defined on certain Dirichlet series and the estimation of the Chebyshev function
- scientific article; zbMATH DE number 1809850 (Why is no real title available?)
- An application of new method to obtain probability density function of solution of stochastic differential equations
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