Weak convergence and weak stability of Euler method for a class of stochastic fractional differential equation with multiplicative noise (Q5282558)
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scientific article; zbMATH DE number 6747236
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| English | Weak convergence and weak stability of Euler method for a class of stochastic fractional differential equation with multiplicative noise |
scientific article; zbMATH DE number 6747236 |
Statements
14 July 2017
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stochastic fractional differential equation with multiplicative noise
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Euler method
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weak convergence
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weak stability
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numerical example
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0.9559346437454224
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0.8785094022750854
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0.8770383596420288
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