Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (Q2128236): Difference between revisions

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English	Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise	scientific article

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scholarly article

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title

Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (English)

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Chaos, Solitons and Fractals

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publication date

21 April 2022

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zbMATH Keywords

variable-order fractional stochastic differential equation

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nonlocal effect

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existence and uniqueness

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Euler-Maruyama method

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strong convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.chaos.2020.110392

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cites work

Fractal-fractional differentiation and integration: connecting fractal calculus and fractional calculus to predict complex system

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A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity

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Collocation Methods for Volterra Integral and Related Functional Differential Equations

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The variable viscoelasticity oscillator

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MODIFICATIONS AT LARGE DISTANCES FROM FRACTIONAL AND FRACTAL ARGUMENTS

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Gravitons in fractional action cosmology

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Fractional oscillators from non-standard Lagrangians and time-dependent fractional exponent

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Design of Optimum Systems of Viscoelastic Vibration Absorbers for a Given Material Based on the Fractional Calculus Model

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Dynamic Measurements in Long-memory Materials: Fractional Calculus Evaluation of Approach to Steady State

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Applications of Fractional Calculus to the Theory of Viscoelasticity

0 references

Brownian Motion, Martingales, and Stochastic Calculus

0 references

Variable order and distributed order fractional operators

0 references

Q5190149

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Stochastic models for fractional calculus

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The random walk's guide to anomalous diffusion: A fractional dynamics approach

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Physical and geometrical interpretation of fractional operators

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Applications of variable-order fractional operators: a review

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Stochastic fractional differential equations: modeling, method and analysis

0 references

Q4233638

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On the variable order dynamics of the nonlinear wake caused by a sedimenting particle

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Variable-Order Fractional Operators for Adaptive Order and Parameter Estimation

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Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems

0 references

Integration and differentiation to a variable fractional order

0 references

New integral inequalities with weakly singular kernel for discontinuous functions and their applications to impulsive fractional differential systems

0 references

On a stochastic fractional partial differential equation driven by a Lévy space-time white noise

0 references

Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation

0 references

Wellposedness and regularity of the variable-order time-fractional diffusion equations

0 references

Numerical methods for stochastic partial differential equations with white noise

0 references

Analysis of a nonlinear variable-order fractional stochastic differential equation

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Identifiers

zbMATH Open document ID

1496.65012

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DOI

10.1016/j.chaos.2020.110392

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2128236

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-Hong Wang
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+Fractal-fractional differentiation and integration: connecting fractal calculus and fractional calculus to predict complex system
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@@ Property / cites work @@
+A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity
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@@ Property / cites work @@
+Collocation Methods for Volterra Integral and Related Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+The variable viscoelasticity oscillator
@@ Property / cites work: The variable viscoelasticity oscillator / rank @@
+Normal rank
@@ Property / cites work @@
+MODIFICATIONS AT LARGE DISTANCES FROM FRACTIONAL AND FRACTAL ARGUMENTS
+Normal rank
@@ Property / cites work @@
+Gravitons in fractional action cosmology
@@ Property / cites work: Gravitons in fractional action cosmology / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional oscillators from non-standard Lagrangians and time-dependent fractional exponent
+Normal rank
@@ Property / cites work @@
+Design of Optimum Systems of Viscoelastic Vibration Absorbers for a Given Material Based on the Fractional Calculus Model
+Normal rank
@@ Property / cites work @@
+Dynamic Measurements in Long-memory Materials: Fractional Calculus Evaluation of Approach to Steady State
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Applications of Fractional Calculus to the Theory of Viscoelasticity
+Normal rank
@@ Property / cites work @@
+Brownian Motion, Martingales, and Stochastic Calculus
+Normal rank
@@ Property / cites work @@
+Variable order and distributed order fractional operators
+Normal rank
@@ Property / cites work @@
+Q5190149
@@ Property / cites work: Q5190149 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic models for fractional calculus
@@ Property / cites work: Stochastic models for fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+The random walk's guide to anomalous diffusion: A fractional dynamics approach
+Normal rank
@@ Property / cites work @@
+Physical and geometrical interpretation of fractional operators
+Normal rank
@@ Property / cites work @@
+Applications of variable-order fractional operators: a review
+Normal rank
@@ Property / cites work @@
+Stochastic fractional differential equations: modeling, method and analysis
+Normal rank
@@ Property / cites work @@
+Q4233638
@@ Property / cites work: Q4233638 / rank @@
+Normal rank
@@ Property / cites work @@
+On the variable order dynamics of the nonlinear wake caused by a sedimenting particle
+Normal rank
@@ Property / cites work @@
+Variable-Order Fractional Operators for Adaptive Order and Parameter Estimation
+Normal rank
@@ Property / cites work @@
+Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
+Normal rank
@@ Property / cites work @@
+Integration and differentiation to a variable fractional order
+Normal rank
@@ Property / cites work @@
+New integral inequalities with weakly singular kernel for discontinuous functions and their applications to impulsive fractional differential systems
+Normal rank
@@ Property / cites work @@
+On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
+Normal rank
@@ Property / cites work @@
+Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation
+Normal rank
@@ Property / cites work @@
+Wellposedness and regularity of the variable-order time-fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for stochastic partial differential equations with white noise
+Normal rank
@@ Property / cites work @@
+Analysis of a nonlinear variable-order fractional stochastic differential equation
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+Publication:2128236