The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (Q6101907): Difference between revisions

Revision as of 02:49, 1 August 2024

scientific article; zbMATH DE number 7682860

Language	Label	Description	Also known as
English	The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations	scientific article; zbMATH DE number 7682860

Statements

instance of

scholarly article

0 references

title

The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (English)

0 references

published in

Advances in Applied Mathematics and Mechanics

0 references

publication date

5 May 2023

0 references

zbMATH Keywords

variable-order Caputo fractional derivative

0 references

stochastic differential equations

0 references

Euler-Maruyama method

0 references

convergence

0 references

multiplicative noise

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.4208/aamm.oa-2021-0222

0 references

cites work

The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type

0 references

Stabilization and control of fractional order systems: a sliding mode approach

0 references

A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications

0 references

Integration and differentiation to a variable fractional order

0 references

Variable order and distributed order fractional operators

0 references

A collocation-shooting method for solving fractional boundary value problems

0 references

The Legendre wavelet method for solving fractional differential equations

0 references

Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

0 references

A numerical technique for variable fractional functional boundary value problems

0 references

A numerical solution for variable order fractional functional differential equation

0 references

Numerical analysis of a new space-time variable fractional order advection-dispersion equation

0 references

Numerical solution of variable fractional order advection‐dispersion equation using Bernoulli wavelet method and new operational matrix of fractional order derivative

0 references

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

0 references

Fractional differential equations driven by Lévy noise

0 references

Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

0 references

Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations

0 references

Existence of solutions for nonlinear fractional stochastic differential equations

0 references

Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

0 references

Q5499128

0 references

Euler-Maruyama scheme for Caputo stochastic fractional differential equations

0 references

Q4996819

0 references

Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates

0 references

Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations

0 references

A high order numerical scheme for variable order fractional ordinary differential equation

0 references

Q5499120

0 references

Q5282558

0 references

Q5051236

0 references

Analysis of a nonlinear variable-order fractional stochastic differential equation

0 references

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

0 references

Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion

0 references

Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation

0 references

A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations

0 references

Identifiers

DOI

10.4208/aamm.oa-2021-0222

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6101907

@@ Property / cites work @@
+The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
+Normal rank
@@ Property / cites work @@
+Stabilization and control of fractional order systems: a sliding mode approach
+Normal rank
@@ Property / cites work @@
+A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
+Normal rank
@@ Property / cites work @@
+Integration and differentiation to a variable fractional order
+Normal rank
@@ Property / cites work @@
+Variable order and distributed order fractional operators
+Normal rank
@@ Property / cites work @@
+A collocation-shooting method for solving fractional boundary value problems
+Normal rank
@@ Property / cites work @@
+The Legendre wavelet method for solving fractional differential equations
+Normal rank
@@ Property / cites work @@
+Piecewise polynomial collocation for linear boundary value problems of fractional differential equations
+Normal rank
@@ Property / cites work @@
+A numerical technique for variable fractional functional boundary value problems
+Normal rank
@@ Property / cites work @@
+A numerical solution for variable order fractional functional differential equation
+Normal rank
@@ Property / cites work @@
+Numerical analysis of a new space-time variable fractional order advection-dispersion equation
+Normal rank
@@ Property / cites work @@
+Numerical solution of variable fractional order advection‐dispersion equation using Bernoulli wavelet method and new operational matrix of fractional order derivative
+Normal rank
@@ Property / cites work @@
+Wellposedness and regularity of the variable-order time-fractional diffusion equations
+Normal rank
@@ Property / cites work @@
+Fractional differential equations driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions
+Normal rank
@@ Property / cites work @@
+Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Existence of solutions for nonlinear fractional stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q5499128
@@ Property / cites work: Q5499128 / rank @@
+Normal rank
@@ Property / cites work @@
+Euler-Maruyama scheme for Caputo stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Q4996819
@@ Property / cites work: Q4996819 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates
+Normal rank
@@ Property / cites work @@
+Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A high order numerical scheme for variable order fractional ordinary differential equation
+Normal rank
@@ Property / cites work @@
+Q5499120
@@ Property / cites work: Q5499120 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5282558
@@ Property / cites work: Q5282558 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5051236
@@ Property / cites work: Q5051236 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of a nonlinear variable-order fractional stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise
+Normal rank
@@ Property / cites work @@
+Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation
+Normal rank
@@ Property / cites work @@
+A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations
+Normal rank