The Convergence of Caratheodory’s Approximate Solutions of Stochastic Differential Equation
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Date
2024
Authors
ZERIDA ,Rania
CHALABI , El Hacène ; LALLOUCHE , Abd Allah
Journal Title
Journal ISSN
Volume Title
Publisher
Faculty of Sciences
Abstract
In this memory , we give the proof of the convergence of the caratheodory's
approximate solution to the unique solution of stochastic differential equa-
tions by using the carathéodory's approximation scheme under the non-
uniform lipschitz and non-linear growth conditions.