Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
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Hilbert spaceanalytic semigroupmild solutionFaedo-Galerkin approximationsstochastic integrodifferential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Random integral equations (45R05) One-parameter semigroups and linear evolution equations (47D06) Stochastic integral equations (60H20)
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Cites work
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- APPROXIMATIONS OF SOLUTIONS TO SEMILINEAR INTEGRODIFFERENTIAL EQUATIONS
- Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
- Continuous Markov processes and stochastic equations
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
- On the solution of stochastic ordinary differential equations via small delays
- Random integral equations
- Robustness of exponential stability of stochastic differential delay equations
- Semigroups of linear operators and applications to partial differential equations
- Stochastic Equations in Infinite Dimensions
- Wong-Zakai approximations for stochastic differential equations
Cited in
(16)- Faedo-Galerkin method for impulsive second-order stochastic integro-differential systems
- Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process
- Approximate solutions for neutral stochastic fractional differential equations
- Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay
- Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
- Approximation of solutions to stochastic fractional integro-differential equation with deviated argument
- Existence and asymptotic behavior of solutions for degenerate nonlinear Kirchhoff strings with variable-exponent nonlinearities
- Approximation of solutions of a stochastic differential equation
- Results on neutral differential equation of Sobolev type with nonlocal conditions
- Approximation of solutions to stochastic neutral fractional integro-differential equation with nonlocal conditions
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- scientific article; zbMATH DE number 1552875 (Why is no real title available?)
- Approximation of solutions to fractional stochastic integro-differential equations of order \(\alpha \in (1,2]\)
- Approximations of Solutions to Second Order Semilinear Integrodifferential Equations
- Existence and approximation of solution to stochastic fractional integro-differential equation with impulsive effects
- On the Faedo-Galerkin method for non-autonomous nonlinear differential systems
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