Some Types of Carathéodory Scheme for Caputo Stochastic Fractional Differential Equations in Lp Spaces

被引：0

作者：

Huong, Phan Thi ^{[1
]}

Anh, Pham The ^{[1
]}

机构：

[1] Le Quy Don Tech Univ, Dept Math, Hanoi, Vietnam

来源：

ACTA MATHEMATICA VIETNAMICA | 2023年 / 48卷 / 04期

关键词：

Stochastic differential and integral equations; Stochastic Volterra equations; Fractional calculus; Mild solutions; Numerical method; Caratheodory scheme; APPROXIMATE SOLUTIONS; EVOLUTION EQUATIONS; ASYMPTOTIC-BEHAVIOR; LATTICE SYSTEMS;

D O I：

10.1007/s40306-023-00518-0

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we construct Carath & eacute;odory type and exponential Carath & eacute;odory type schemes for Caputo stochastic fractional differential equations (CSFDEs) of order alpha is an element of (1/2,1)in L-p spaces with p >= 2 whose coefficients satisfy a standard Lipschitz and a linear growth bound conditions. The strong convergence and the convergence rate of these schemes are also established.

引用

页码：651 / 669

页数：19

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