• Journal of applied mathematics & informatics
• /
• 제34권5_6호
• /
• pp.421-434
• /
• 2016

The main aim of this paper is to discuss the difference between the Euler-Maruyama's approximate solutions and the accurate solution to stochastic differential delay equation. To make the theory more understandable, we impose the non-uniform Lipschitz condition and weakened linear growth condition. Furthermore, we give the pth moment continuous of the approximate solution for the delay equation.

• Journal of applied mathematics & informatics
• /
• 제37권1_2호
• /
• pp.53-63
• /
• 2019

In this paper, we show the existence of solution of the neutral stochastic functional differential equations under non-Lipschitz condition, a weakened linear growth condition and a contractive condition. Furthermore, in order to obtain the existence of solution to the equation we used the Picard sequence.

• Journal of applied mathematics & informatics
• /
• 제24권1_2호
• /
• pp.427-435
• /
• 2007

The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.

• Journal of applied mathematics & informatics
• /
• 제29권5_6호
• /
• pp.1143-1155
• /
• 2011

In this paper, we shall establish a new theorem on the existence and uniqueness of the solution to a backward doubly stochastic differential equations under a weaker condition than the Lipschitz coefficient. We also show a comparison theorem for this kind of equations.

• Journal of applied mathematics & informatics
• /
• 제23권1_2호
• /
• pp.353-359
• /
• 2007

A necessary and sufficient condition for Demyanov difference and Minkowski difference of compact convex subsets in $R^2$ being equal is given in this paper. Several examples are computed by Matlab to test our result. The necessary and sufficient condition makes us to compute Clarke subdifferential by quasidifferential for a special of Lipschitz functions.

• 대한수학회논문집
• /
• 제33권3호
• /
• pp.985-999
• /
• 2018

This paper is devoted to the existence and uniqueness of $L^p$ (p > 1) solutions for general time interval multidimensional backward stochastic differential equations (BSDEs for short), where the generator g satisfies a ($p{\wedge}2$)-order weak monotonicity condition in y and a Lipschitz continuity condition in z, both non-uniformly in t. The corresponding stability theorem and comparison theorem are also proved.

• Journal of applied mathematics & informatics
• /
• 제29권5_6호
• /
• pp.1549-1556
• /
• 2011

In this paper, we give an estimate on the difference between $x^n(t)$ and x(t) and it clearly shows that one can use the Picard iteration procedure to the approximate solutions to stochastic functional differential equations with infinite delay at phase space BC(($-{\infty}$, 0] : $R^d$) which denotes the family of bounded continuous $R^d$-valued functions ${\varphi}$ defined on ($-{\infty}$, 0] with norm ${\parallel}{\varphi}{\parallel}={\sup}_{-{\infty}<{\theta}{\leq}0}{\mid}{\varphi}({\theta}){\mid}$ under non-Lipschitz condition being considered as a special case and a weakened linear growth condition.

• Korean Journal of Mathematics
• /
• 제26권3호
• /
• pp.483-501
• /
• 2018

In this paper, we present some recent results on weighted pointwise convergence and the rate of pointwise convergence for the family of nonlinear double singular integral operators in the following form: $$T_{\eta}(f;x,y)={\int}{\int\limits_{{\mathbb{R}^2}}}K_{\eta}(t-x,\;s-y,\;f(t,s))dsdt,\;(x,y){\in}{\mathbb{R}^2},\;{\eta}{\in}{\Lambda}$$, where the function $f:{\mathbb{R}}^2{\rightarrow}{\mathbb{R}}$ is Lebesgue measurable on ${\mathbb{R}}^2$ and ${\Lambda}$ is a non-empty set of indices. Further, we provide an example to support these theoretical results.

• 대한수학회논문집
• /
• 제38권3호
• /
• pp.967-982
• /
• 2023

The goal of this study is to derive a class of random impulsive non-local fractional stochastic differential equations with finite delay that are of Caputo-type. Through certain constraints, the existence of the mild solution of the aforementioned system are acquired by Kransnoselskii's fixed point theorem. Furthermore through Ito isometry and Gronwall's inequality, the Hyers-Ulam stability of the reckoned system is evaluated using Lipschitz condition.