Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces

DOI10.1007/S40306-023-00518-0OpenAlexW4389954494MaRDI QIDQ6185710

Pham The Anh, Phan Thi Huong

Publication date: 30 January 2024

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-023-00518-0

zbMATH Keywords

numerical methodmild solutionsfractional calculusstochastic Volterra equationsstochastic differential and integral equationsCarathéodory scheme

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Cites Work

• Asymptotic behavior of stochastic lattice systems with a Caputo fractional time derivative
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• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
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• Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
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• Approximate solutions for a class of doubly perturbed stochastic differential equations
• A variation of constant formula for Caputo fractional stochastic differential equations
• Existence of solutions for nonlinear fractional stochastic differential equations
• Euler-Maruyama scheme for Caputo stochastic fractional differential equations
• The asymptotic behaviour of fractional lattice systems with variable delay
• Approximate solutions for a class of stochastic evolution equations with variable delays. II
• Carathéodory approximation solutions to a class of stochastic functional differential equations
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• Approximate solutions for a class of stochastic evolution equations with variable delays
• Numerical methods for stochastic Volterra integral equations with weakly singular kernels
• Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary
• Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces
• Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations

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