The Convergence of Caratheodory’s Approximate Solutions of Stochastic Differential Equation
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Date
2024
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Faculty of Sciences
Abstract
Inthismemory,wegivetheproofoftheconvergenceofthecaratheodory s
approximatesolutiontotheuniquesolutionofstochasticdi¤erentialequa-
tionsbyusingthecarathéodory sapproximationschemeunderthenon-
uniformlipschitzandnon-lineargrowthconditions.