Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations (Q2105235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations |
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Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations (English)
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8 December 2022
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A stochastic differential equation with fractional time derivative modeling ultraslow diffusion of particles is studied. Approximations via a modification of the Euler scheme are shown to converge to solutions of the original equation. Estimates for the second moments are derived.
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stochastic fractional differential equations
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Euler-Maruyama method
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convergence
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