Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

DOI10.1016/j.cam.2015.12.020zbMath1353.65005OpenAlexW2226741396MaRDI QIDQ329746

Abbes Benchaabane, Rathinasamy Sakthivel

Publication date: 21 October 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.12.020

zbMATH Keywords

numerical exampleexistenceuniquenessfractional derivativesHilbert spacemild solutionnon-Lipschitz coefficientsstochastic differential equations of Sobolev-type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

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