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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations |
scientific article; zbMATH DE number 7781263 |
Statements
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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