Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the nume...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2021-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2021/1835490 |