Numerical Solutions of Neutral Stochastic Functional Differential Equations
نویسندگان
چکیده
منابع مشابه
Numerical Solutions of Neutral Stochastic Functional Differential Equations
This paper examines the numerical solutions of neutral stochastic functional differential equations (NSFDEs) d[x(t)− u(xt)] = f(xt)dt + g(xt)dw(t), t ≥ 0. The key contribution is to establish the strong mean square convergence theory of the Euler– Maruyama approximate solution under the local Lipschitz condition, the linear growth condition and the contractive mapping. These conditions are gene...
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This paper is concerned with the existence and asymptotic stability in the p-th moment of mild solutions of nonlinear impulsive stochastic delay neutral partial functional integro-differential equations. We suppose that the linear part possesses a resolvent operator in the sense given in [8], and the nonlinear terms are assumed to be Lipschitz continuous. A fixed point approach is used to achie...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2008
ISSN: 0036-1429,1095-7170
DOI: 10.1137/070697021