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