The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process-Reference-Cited by-同舟云学术

The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process

Published:2023-04-21 Issue:13 Volume:46 Page:14120-14130
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Methods in App Sciences

Author:

Ullah Rahman¹²^ORCID,Faizullah Faiz³^ORCID,Ul Islam Naeem³

Affiliation:

1. MOE‐LCSM, School of Mathematics and Statistics Hunan Normal University Changsha China

2. Department of Mathematics Women University Swabi Swabi Pakistan

3. College of Electrical and Mechanical Engineering National University of Sciences and Technology (NUST) Islamabad Pakistan

Abstract

This article investigates the Carathéodory approximation scheme for stochastic differential equations (SDEs) in the G‐Lévy process framework. In the context of the G‐Lévy process, the possibility of SDE solutions has been developed. The solution's boundedness and uniqueness have been discussed. The convergence of approximate Carathéodory solutions to the unique solution of the given SDEs has been determined. The G‐Lévy framework is used to obtain exponential estimates for solutions to SDEs. An example has been provided to validate the results.

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.9308

Reference23 articles.

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5. A Note on the Carathéodory Approximation Scheme for Stochastic Differential Equations under G-Brownian Motion