Caratheodory’s approximation for a type of Caputo fractional stochastic differential equations

Advances in Difference Equations

article

Guo, Zhongkai¹  Hu, Junhao¹  Wang, Weifeng¹ 

[1] School of Mathematics and Statistics, South-Central University for Nationalities

关键词: Caputo derivative;    Stochastic differential equation;    Caratheodry’s approximation;   

DOI  :  10.1186/s13662-020-03020-1

学科分类：航空航天科学

来源: SpringerOpen

【 摘 要 】

The Caratheodory approximation for a type of Caputo fractional stochastic differential equations is considered. As is well known, under the Lipschitz and linear growth conditions, the existence and uniqueness of solutions for some type of differential equations can be established. However, this approach does not give an explicit expression for solutions; it is not applicable in practice sometimes. Therefore, it is important to seek the approximate solution. As an extending work for stochastic differential equations, in this paper, we consider Caratheodory’s approximate solution for a type of Caputo fractional stochastic differential equations.

【 授权许可】

CC BY