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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scientific article
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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 |
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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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21 April 2022
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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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