具有随机强迫的分数阶SDEs:存在性、唯一性和逼近性

IF 2.6 3区数学 Q1 MATHEMATICS, APPLIED Nonlinear Analysis-Modelling and Control Pub Date : 2023-10-31 DOI:10.15388/namc.2023.28.33508

Kęstutis Kubilius

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引用次数: 0

摘要

在本文中，我们对具有随机强迫的分数阶随机微分方程(FSDEs)感兴趣，即在FSDE中加入随机强迫项。得到了该类方程解的存在唯一性条件，并给出了该类方程隐式欧拉逼近格式的收敛速率。这种类型的方程可以应用于考虑具有渗透性壁的FSDEs。

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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Fractional SDEs with stochastic forcing: Existence, uniqueness, and approximation

In this article, we are interested in fractional stochastic differential equations (FSDEs) with stochastic forcing, i.e., to FSDE we add a stochastic forcing term. The conditions for the existence and uniqueness of solutions of such equations are obtained, and the convergence rate of the implicit Euler approximation scheme for them is established. Such types of equations can be applied to the consideration of FSDEs with a permeable wall.

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来源期刊

Nonlinear Analysis-Modelling and Control MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

CiteScore

3.80

自引率

10.00%

发文量

审稿时长

9.6 months

期刊介绍： The scope of the journal is to provide a multidisciplinary forum for scientists, researchers and engineers involved in research and design of nonlinear processes and phenomena, including the nonlinear modelling of phenomena of the nature. The journal accepts contributions on nonlinear phenomena and processes in any field of science and technology. The aims of the journal are: to provide a presentation of theoretical results and applications; to cover research results of multidisciplinary interest; to provide fast publishing of quality papers by extensive work of editors and referees; to provide an early access to the information by presenting the complete papers on Internet.