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数学学院、所系列学术报告(842场):肖爱国教授

发表于: 2018-10-15 07:50  点击:

报告人:湘潭大学肖爱国教授

报告时间:1016日 下午13:00--14:00

报告地点:数学楼202

报告题目:Well-posedness and Euler-Maruyama approximation for non-Lipschitz stochastic fractional integro-differential equations

 

Abstract

This talk considers the nonlinear stochastic fractional integro-differential equations (SFIDEs) under non-Lipschitz conditions, which are general and include many stochastic or fractional, integral equations discussed in literature. An important connection between SFIDEs and stochastic integral equations (SIEs) is derived in detail by the Fubini theorem. Using the Euler-Maruyama (EM) approximation, we prove the existence, uniqueness and stability results of the solution to SFIDEs. Moreover, it is shown that the modified EM solution of SFIDEs shares strong first-order sharp convergence. The numerical examples are performed to show the accuracy and effectiveness of the numerical scheme and verify the correctness of our theoretical analysis.