报告人：肖爱国 教授

报告时间：10月16日 下午13:00--14:00

报告地点：吉林大学中心校区数学楼202

报告题目：Well-posedness andEuler-Maruyamaapproximation for non-Lipschitz stochastic fractional integro-differential equations

主办单位：吉林大学数学学院

Abstract：

This talk considers the nonlinear stochastic fractional integro-differential equations (SFIDEs) under non-Lipschitz conditions, which are general and include many stochastic or fractional, integral equations discussed in literature. An important connection between SFIDEs and stochastic integral equations (SIEs) is derived in detail by the Fubini theorem. Using the Euler-Maruyama (EM) approximation, we prove the existence, uniqueness and stability results of the solution to SFIDEs. Moreover, it is shown that the modified EM solution of SFIDEs shares strong first-order sharp convergence. The numerical examples are performed to show the accuracy and effectiveness of the numerical scheme and verify the correctness of our theoretical analysis.