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Acta Mathematica Vietnamica

Some Types of Carathéodory Scheme for Caputo Stochastic Fractional Differential Equations in Lp Spaces

icon-email Phan Thi Huong , Pham The Anh

Abstract

In this paper, we construct Carathéodory type and exponential Carathéodory type schemes for Caputo stochastic fractional differential equations (CSFDEs) of order α(12,1) in Lp spaces with p2 whose coefficients satisfy a standard Lipschitz and a linear growth bound conditions. The strong convergence and the convergence rate of these schemes are also established.