Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme-Reference-Cited by-同舟云学术

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

Published:2014 Issue: Volume:2014 Page:1-8
ISSN:1085-3375
Container-title:Abstract and Applied Analysis
language:en
Short-container-title:Abstract and Applied Analysis

Author:

Faizullah Faiz¹^ORCID

Affiliation:

1. Department of Basic Sciences and Humanities, College of Electrical and Mechanical Engineering, National University of Sciences and Technology (NUST), Pakistan

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 solutionsXkof 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.

Funder

National University of Sciences and Technology, Pakistan

Publisher

Hindawi Limited

Subject

Applied Mathematics,Analysis

Link

http://downloads.hindawi.com/journals/aaa/2014/809431.pdf

Reference12 articles.

1. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

2. Dynkin’s formula under the -expectation

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