Euler-Maruyama approximation for stochastic fractional neutral integro-differential equations with weakly singular kernel

Asadzade J. A., Mahmudov N.

PHYSICA SCRIPTA, vol.99, no.7, 2024 (SCI-Expanded) identifier identifier

  • Nəşrin Növü: Article / Article
  • Cild: 99 Say: 7
  • Nəşr tarixi: 2024
  • Doi nömrəsi: 10.1088/1402-4896/ad5917
  • jurnalın adı: PHYSICA SCRIPTA
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Chemical Abstracts Core, Compendex, INSPEC, zbMATH
  • Adres: Yox

Qısa məlumat

This manuscript examines the problem of nonlinear stochastic fractional neutral integro-differential equations with weakly singular kernels. Our focus is on obtaining precise estimates to cover all possible cases of Abel-type singular kernels. Initially, we establish the existence, uniqueness, and continuous dependence on the initial value of the true solution, assuming a local Lipschitz condition and linear growth condition. Additionally, we develop the Euler-Maruyama method for numerical solution of the equation and prove its strong convergence under the same conditions as the well-posedness. Moreover, we determine the accurate convergence rate of this method under global Lipschitz conditions and linear growth conditions.