Open AccessCarathéodory’s approximate solution to stochastic differential delay equation
Author(s) -
Young-Ho Kim
Publication year - 2016
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1607019k
Subject(s) - mathematics , lipschitz continuity , stochastic differential equation , delay differential equation , euler's formula , differential equation , mathematical analysis , euler method , differential (mechanical device) , aerospace engineering , engineering
The main aim of this paper is to discuss Caratheodory's and Euler-Maruyama's approximate solutions to stochastic differential delay equation. To make the theory more understandable, we impose the non-uniform Lipschitz condition and non-linear growth condition.
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