A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (Q2688105)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations |
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A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (English)
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9 March 2023
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stochastic fractional differential equations
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multi-term fractional derivatives
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sum-of-exponentials approximation
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fast Euler-Maruyama method
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strong convergence
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