Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (Q2666258)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations
scientific article

    Statements

    Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (English)
    0 references
    0 references
    0 references
    22 November 2021
    0 references
    0 references
    fractional stochastic Langevin equation
    0 references
    Mittag-Leffler type function
    0 references
    mild solution
    0 references
    existence and uniqueness
    0 references
    strong convergence
    0 references
    Euler-Maruyama scheme
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references