http://repository.iitr.ac.in/handle/123456789/18955| Title: | Approximation of solutions of a stochastic differential equation |
| Authors: | Das S. Pandey, Dwijendra N. Sukavanam, Nagarajan Srivastava H.M. Agrawal P.N. Singh U. Mohapatra R.N. |
| Published in: | Springer Proceedings in Mathematics and Statistics |
| Abstract: | The existence, uniqueness, and convergence of approximate solutions of a stochastic differential equation with deviated argument is studied using analytic semigroup theory and fixed point method. Then we consider Faedo-Galerkin approximation of solution and prove some convergence results. We also study an example to illustrate our result. © Springer India 2015. |
| Citation: | Springer Proceedings in Mathematics and Statistics, (2015), 51- 62 |
| URI: | https://doi.org/10.1007/978-81-322-2485-3_4 http://repository.iitr.ac.in/handle/123456789/18955 |
| Issue Date: | 2015 |
| Publisher: | Springer New York LLC |
| Keywords: | Analytic semigroup Deviated argument Stochastic Fractional differential equation Differential equations Analytic semigroup Analytic semigroup theories Convergence of approximate solutions Deviated argument Faedo-Galerkin approximation Fixed point methods Fractional differential equations Stochastic differential equations Stochastic systems |
| ISBN: | 9.79E+12 |
| ISSN: | 21941009 |
| Author Scopus IDs: | 56303959200 7103025354 12804420600 |
| Author Affiliations: | Das, S., Department of Mathematics, IIT Roorkee, Roorkee, India Pandey, D.N., Department of Mathematics, IIT Roorkee, Roorkee, India Sukavanam, N., Department of Mathematics, IIT Roorkee, Roorkee, India |
| Corresponding Author: | Das, S.; Department of Mathematics, IIT RoorkeeIndia; email: sanjukta_das44@yahoo.com |
| Appears in Collections: | Conference Publications [MA] |
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