Report Number 09/19 On the existence and the applications of modified equations for stochastic differential equations by K.C.Zygalakis

Study on efficiency of the Adomian decomposition method for stochastic differential equations

Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved.  Uniqueness and converg...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Application of new basis functions for solving nonlinear stochastic differential equations

This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...

Stochastic differential inclusions of semimonotone type in Hilbert spaces

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

Some New Existence, Uniqueness and Convergence Results for Fractional Volterra-Fredholm Integro-Differential Equations

This paper demonstrates a study on some significant latest innovations in the approximated techniques to find the approximate solutions of Caputo fractional Volterra-Fredholm integro-differential equations. To this aim, the study uses the modified Adomian decomposition method (MADM) and the modified variational iteration method (MVIM). A wider applicability of these techniques are based on thei...