Approximation of solutions of a stochastic differential equation

DOI10.1007/978-81-322-2485-3_4zbMATH Open1338.34147OpenAlexW2328451089MaRDI QIDQ2801897FDOQ2801897

Authors: Sanjukta Das, Dwijendra N. Pandey, N. Sukavanam 

Publication date: 22 April 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_4

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zbMATH Keywords

analytic semigroupdeviated argumentstochastic fractional differential equation

Mathematics Subject Classification ID

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)

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Existence of solution and approximate controllability for neutral differential equation with state dependent delay
• Existence-uniqueness and continuation theorems for stochastic functional differential equations
• Approximate controllability of a functional differential equation with deviated argument
• Approximation of solutions to retarded differential equations with applications to population dynamics

Cited In (17)

• Approximation by time discretization of special stochastic evolution equations
• An application of new method to obtain probability density function of solution of stochastic differential equations
• Approximation of stochastic equations driven by predictable processes
• Title not available (Why is that?)
• Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
• Title not available (Why is that?)
• Approximation of SDEs: a stochastic sewing approach
• Approximation of solutions of a stochastic fractional differential equation with deviating argument
• Approximation of solutions to a delay equation with a random forcing term and non local conditions
• 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
• Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique
• Title not available (Why is that?)
• Approximation of the solution to the parabolic equation driven by stochastic measure
• Title not available (Why is that?)
• On approximations of solutions of stochastic equations with monotone coefficients
• Representation of the functions defined on certain Dirichlet series and the estimation of the Chebyshev function

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