针对 $$L^p$$ 空间中卡普托随机分微分方程的几类 Carathéodory 方案

IF 0.3 Q4 MATHEMATICS

Acta Mathematica Vietnamica Pub Date : 2023-12-19 DOI:10.1007/s40306-023-00518-0

Phan Thi Huong, Pham The Anh

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引用次数: 0

摘要

在本文中，我们为具有 $p ge 2$ 的 $L^p$ 空间中的阶 $α \in (\frac{1}{2},1)$ 的 Caputo 随机分数微分方程（CSFDEs）构建了 Carathéodory 型和指数 Carathéodory 型方案，其系数满足标准 Lipschitz 和线性增长约束条件。同时还建立了这些方案的强收敛性和收敛率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Some Types of Carathéodory Scheme for Caputo Stochastic Fractional Differential Equations in $L^p$ Spaces

In this paper, we construct Carathéodory type and exponential Carathéodory type schemes for Caputo stochastic fractional differential equations (CSFDEs) of order $\alpha \in (\frac{1}{2},1)$ in $L^p$ spaces with $p \ge 2$ whose coefficients satisfy a standard Lipschitz and a linear growth bound conditions. The strong convergence and the convergence rate of these schemes are also established.

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来源期刊

Acta Mathematica Vietnamica MATHEMATICS-

CiteScore

0.90

自引率

0.00%

发文量

期刊介绍： Acta Mathematica Vietnamica is a peer-reviewed mathematical journal. The journal publishes original papers of high quality in all branches of Mathematics with strong focus on Algebraic Geometry and Commutative Algebra, Algebraic Topology, Complex Analysis, Dynamical Systems, Optimization and Partial Differential Equations.