An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition

An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition

The subject of this paper is an analytic approximate method for a class of stochastic functional differential equations with coefficients that do not necessarily satisfy the Lipschitz condition nor linear growth condition but they satisfy some polynomial conditions. Also, equations from the observed...

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Bibliographic Details
Main Authors: Djordjević Dušan D., Milošević Marija
Format: Article
Language:English
Published: Sciendo 2021-11-01
Series:Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
Subjects:
fréchet derivative
lpand almost sure convergence
polynomial condition
stochastic differential equations
taylor approximation
primary 60h10
secondary 41a25, 41a58
Online Access:https://doi.org/10.2478/auom-2021-0037

Internet

https://doi.org/10.2478/auom-2021-0037

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