The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (Q6101907)

scientific article; zbMATH DE number 7682860

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English	The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations	scientific article; zbMATH DE number 7682860

Statements

instance of

scholarly article

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title

The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (English)

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published in

Advances in Applied Mathematics and Mechanics

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publication date

5 May 2023

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zbMATH Keywords

variable-order Caputo fractional derivative

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stochastic differential equations

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Euler-Maruyama method

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convergence

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multiplicative noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.4208/aamm.oa-2021-0222

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cites work

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A collocation-shooting method for solving fractional boundary value problems

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The Legendre wavelet method for solving fractional differential equations

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Piecewise polynomial collocation for linear boundary value problems of fractional differential equations

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A numerical technique for variable fractional functional boundary value problems

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A numerical solution for variable order fractional functional differential equation

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Numerical analysis of a new space-time variable fractional order advection-dispersion equation

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Numerical solution of variable fractional order advection‐dispersion equation using Bernoulli wavelet method and new operational matrix of fractional order derivative

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Fractional differential equations driven by Lévy noise

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Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions

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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates

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Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations

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A high order numerical scheme for variable order fractional ordinary differential equation

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Q5499120

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Q5282558

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Q5051236

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Analysis of a nonlinear variable-order fractional stochastic differential equation

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Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise

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Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion

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Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation

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A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations

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Identifiers

DOI

10.4208/aamm.oa-2021-0222

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6101907