Title of article
Caratheodorys approximate solution to stochastic differential delay equation
Author/Authors
Cho ، Yeol Je - Gyeongsang National University , Kim ، Young-Ho - Changwon National University
Pages
12
From page
1365
To page
1376
Abstract
In this paper, we show the difference between an approximate solution and an accurate solution for a stochastic differential delay equation, where the approximate solution, which is called by Caratheodory, is constructed by successive approximation. Furthermore, we study the p-th moment continuity of the approximate solution for this delay equation.
Keywords
Holder’s inequality , moment inequality , Caratheodory approximation procedure , stochastic differential delay equation
Journal title
Journal of Nonlinear Science and Applications
Serial Year
2017
Journal title
Journal of Nonlinear Science and Applications
Record number
2476475
Link To Document