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On approximate solution of stochastic delay evolution equation in infinite dimensions

 

作者: Kai Liu,  

 

期刊: Numerical Functional Analysis and Optimization  (Taylor Available online 1998)
卷期: Volume 19, issue 1-2  

页码: 81-90

 

ISSN:0163-0563

 

年代: 1998

 

DOI:10.1080/01630569808816816

 

出版商: Marcel Dakker Inc.,

 

数据来源: Taylor

 

摘要:

In [6] [7], the coefficients of given equation are supposed to be Lipschitz continuity or to be a bit weaker than Lipschitz continuity for establishing existence and uniqueness of the solution. In this paper, we show that, under the assumption of so-called pathwise uniqueness to the equation, a weaker restriction to coefficients than these mentioned above will recapture the convergence of Carathéodory approximation of the equation in the strong sense.

 

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