Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise (Q6145579)
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scientific article; zbMATH DE number 7785653
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| English | Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise |
scientific article; zbMATH DE number 7785653 |
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Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise (English)
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9 January 2024
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stochastic differential equations
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Caputo fractional derivative
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Wong-Zakai approximation
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finite difference method
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Laplace and inverse Laplace transform
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0.822145402431488
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0.7629361152648926
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0.758698582649231
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0.7488483190536499
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