Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (Q2128236)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise |
scientific article; zbMATH DE number 7511319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise |
scientific article; zbMATH DE number 7511319 |
Statements
Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise (English)
0 references
21 April 2022
0 references
variable-order fractional stochastic differential equation
0 references
nonlocal effect
0 references
existence and uniqueness
0 references
Euler-Maruyama method
0 references
strong convergence
0 references
0 references
0 references
0 references
0 references
0 references
0.860653817653656
0 references
0.8534185886383057
0 references
0.8011887073516846
0 references
0.7930741906166077
0 references
