Carathéodory approximation solutions to a class of stochastic functional differential equations

DOI10.1080/00036819608840450MaRDI QIDQ4339870zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3109695 (Why is no real title available?)
• Approximate solutions for a class of stochastic evolution equations with variable delays
• Continuous Markov processes and stochastic equations
• On the solution of stochastic ordinary differential equations via small delays
• Successive approximations of solutions to stochastic functional differential equations

Cited in

(14)

• Successive approximations of solutions to stochastic functional differential equations
• Caratheodory's approximation for a type of Caputo fractional stochastic differential equations
• 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
• Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
• Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary
• scientific article; zbMATH DE number 1925976 (Why is no real title available?)
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
• Approximate solutions for a class of doubly perturbed stochastic differential equations
• Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
• 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
• On the convergence of Carathéodory numerical scheme for Mckean-Vlasov equations

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