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

Faiz Faizullah

Abstract and Applied Analysis, 2014, vol. 2014, 1-8

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 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
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/AAA/2014/809431.pdf (application/pdf)
http://downloads.hindawi.com/journals/AAA/2014/809431.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:809431

DOI: 10.1155/2014/809431

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().