Carathéodory approximation solutions to a class of stochastic functional differential equations

DOI10.1080/00036819608840450zbMATH Open0872.60047OpenAlexW2048277844WikidataQ58249584 ScholiaQ58249584MaRDI QIDQ4339870FDOQ4339870

Authors: Jan Turo 

Publication date: 3 August 1997

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036819608840450

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zbMATH Keywords

existenceuniquenessretarded argumentsCarathéodory approximationhereditary Volterra termsnonlinear stochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• Title not available (Why is that?)
• Continuous Markov processes and stochastic equations
• Successive approximations of solutions to stochastic functional differential equations
• On the solution of stochastic ordinary differential equations via small delays
• Approximate solutions for a class of stochastic evolution equations with variable delays

Cited In (14)

• Successive approximations of solutions to stochastic functional differential equations
• Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
• Title not available (Why is that?)
• Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
• Weak convergence of delay SDEs with applications to Carathéodory approximation
• Caratheodory's approximation for a type of Caputo fractional stochastic differential equations
• Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
• 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
• On the solution of stochastic ordinary differential equations via small delays
• Approximate solutions for a class of doubly perturbed stochastic differential equations
• On the convergence of Carathéodory numerical scheme for Mckean-Vlasov equations
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
• Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary

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