Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations

DOI10.1016/j.camwa.2009.03.084zbMath1189.65016OpenAlexW2053383758MaRDI QIDQ980086

J. Martínez

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.03.084

zbMATH Keywords

Hilbert spacemild solutionanalytic semigroupFaedo-Galerkin approximationsstochastic integrodifferential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

Related Items (13)

Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay ⋮ Approximation of solutions to fractional stochastic integro-differential equations of order α ∈ (1,2] ⋮ Approximation of solutions to stochastic fractional integro-differential equation with deviated argument ⋮ Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients ⋮ Approximate solutions for neutral stochastic fractional differential equations ⋮ Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion ⋮ On the Faedo-Galerkin method for non-autonomous nonlinear differential systems ⋮ Existence and approximation of solution to stochastic fractional integro-differential equation with impulsive effects ⋮ Approximation of solutions to stochastic neutral fractional integro-differential equation with nonlocal conditions ⋮ Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process ⋮ Existence and asymptotic behavior of solutions for degenerate nonlinear Kirchhoff strings with variable-exponent nonlinearities ⋮ Faedo-Galerkin method for impulsive second-order stochastic integro-differential systems ⋮ Results on neutral differential equation of Sobolev type with nonlocal conditions

Cites Work

• Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
• Semigroups of linear operators and applications to partial differential equations
• Random integral equations
• Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
• Wong-Zakai approximations for stochastic differential equations
• Continuous Markov processes and stochastic equations
• APPROXIMATIONS OF SOLUTIONS TO SEMILINEAR INTEGRODIFFERENTIAL EQUATIONS
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• On the solution of stochastic ordinary differential equations via small delays
• Robustness of exponential stability of stochastic differential delay equations
• Stochastic Equations in Infinite Dimensions
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