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Approximation of solutions to fractional stochastic integro-differential equations of order α ∈ (1,2].

Authors :
Chaudhary, Renu
Muslim, M.
Pandey, Dwijendra N.
Source :
Stochastics: An International Journal of Probability & Stochastic Processes. May2020, Vol. 92 Issue 3, p397-417. 21p.
Publication Year :
2020

Abstract

This paper is concerned with the approximation of the solutions to fractional stochastic integro-differential equations with finite delay in a separable Hilbert space. With the help of projection operator, we construct the finite dimensional approximate solutions of the given system. The theory of α-order cosine family of linear operators and stochastic version of the well-known Banach fixed point theorem are applied to show the existence and uniqueness of approximate solution. At last, we show that these approximate solutions form a Cauchy sequence with respect to an appropriate norm, and the limit of this sequence is a solution of the original problem. Moreover, we show the convergence of Faedo-Galerkin approximate solution. Finally, we demonstrate an example to show the applications of these abstract results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
17442508
Volume :
92
Issue :
3
Database :
Academic Search Index
Journal :
Stochastics: An International Journal of Probability & Stochastic Processes
Publication Type :
Academic Journal
Accession number :
142833516
Full Text :
https://doi.org/10.1080/17442508.2019.1625904