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Please use this identifier to cite or link to this item: http://repository.iitr.ac.in/handle/123456789/18955
Title: Approximation of solutions of a stochastic differential equation
Authors: Das S.
Pandey D.N.
Sukavanam N.
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: 9790000000000
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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