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

Author:

Faizullah Faiz1ORCID

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

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