Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-09-11
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We present the Cauchy-Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G-Brownian motion (G-SFDEs).
Several useful properties of Cauchy-Maruyama (CM) approximate solutions X k of G-SFDEs are given.
We show that the unique solution of G-SFDEs gets convergence from Cauchy-Maruyama (CM) approximate solutions.
The existence theorem for G-SFDEs is developed with the above mentioned scheme.
American Psychological Association (APA)
Faizullah, Faiz. 2014. Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014831
Modern Language Association (MLA)
Faizullah, Faiz. Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme. Abstract and Applied Analysis No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1014831
American Medical Association (AMA)
Faizullah, Faiz. Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1014831
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1014831
