Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion

This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the nume...
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Autor*in:	Haiyan Yuan [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2021

Übergeordnetes Werk:	In: Mathematical Problems in Engineering - Hindawi Limited, 2002, (2021)
Übergeordnetes Werk:	year:2021

Links:	Link aufrufen Link aufrufen Link aufrufen Journal toc Journal toc

DOI / URN:	10.1155/2021/1835490

Katalog-ID:	DOAJ072836067

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callnumber-first	T - Technology
author	Haiyan Yuan
spellingShingle	Haiyan Yuan misc TA1-2040 misc QA1-939 misc Engineering (General). Civil engineering (General) misc Mathematics Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
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topic_title	TA1-2040 QA1-939 Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
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title	Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
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title_full	Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
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title_sort	some properties of numerical solutions for semilinear stochastic delay differential equations driven by g-brownian motion
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title_auth	Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
abstract	This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results.
abstractGer	This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results.
abstract_unstemmed	This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results.
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title_short	Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
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Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion

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