An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations (Q6182160)

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scientific article; zbMATH DE number 7781263
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An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations
scientific article; zbMATH DE number 7781263

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    An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations (English)
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    21 December 2023
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    Euler-Maruyama method
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    fast implementation
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    fractional stochastic differential equations
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    multiterm fractional derivatives
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    strong convergence
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