Existence of Solutions for G‐SFDEs with Cauchy‐Maruyama Approximation Scheme

Faiz Faizullah

Abstract and Applied Analysis, 2014, vol. 2014, issue 1

Abstract: We present the Cauchy‐Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G‐Brownian motion (G‐SFDEs). Several useful properties of Cauchy‐Maruyama (CM) approximate solutions Xk of G‐SFDEs are given. We show that the unique solution of G‐SFDEs gets convergence from Cauchy‐Maruyama (CM) approximate solutions. The existence theorem for G‐SFDEs is developed with the above mentioned scheme.

Date: 2014
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https://doi.org/10.1155/2014/809431

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2014:y:2014:i:1:n:809431

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