The existence, uniqueness, and convergence of approximate solutions of a stochastic differential equation with deviated argument is studied using analytic semigroup theory and fixed point method. Then we consider Faedo-Galerkin approximation of solution and prove some convergence results. We also study an example to illustrate our result.
CITATION STYLE
Das, S., Pandey, D. N., & Sukavanam, N. (2015). Approximation of solutions of a stochastic differential equation. In Springer Proceedings in Mathematics and Statistics (Vol. 143, pp. 51–62). Springer New York LLC. https://doi.org/10.1007/978-81-322-2485-3_4
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