arXiv subjects

P. D. Tung

Publications and source records attributed to P. D. Tung.

2 recordsLinked to original sources

arXiv2025

Caputo fractional stochastic differential equations: Lipschitz continuity in the fractional order

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $α\in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order $α.$ We first provide explicit estimates for the rate of weak convergence the solutions. We then describe the exact asymptotic behavior of this convergence to show that the rate is optimal.

math.PR↗

arXiv2021

Weak convergence of delay SDEs with applications to Carathéodory approximation

In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter of the solutions. Based on the techniques of Malliavin calculus, we obtain an explicit estimate for the rate of convergence. An application to the Carathéodory approximation scheme of stochastic differential equations is provided as well.

math.PR↗