Approximate solutions for a class of doubly perturbed stochastic differential equations
Abstract In this paper, we study the Carathéodory approximate solution for a class of doubly perturbed stochastic differential equations (DPSDEs). Based on the Carathéodory approximation procedure, we prove that DPSDEs have a unique solution and show that the Carathéodory approximate solution conver...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-01-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-018-1490-5 |