Error estimates of finite element methods for nonlinear fractional stochastic differential equations

DOI10.1186/s13662-018-1665-0zbMath1446.65123OpenAlexW2809270773WikidataQ129638700 ScholiaQ129638700MaRDI QIDQ1712399

Xiaocui Li, Yan-Peng Zhang, Xiao-Yuan Yang

Publication date: 22 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1665-0

zbMATH Keywords

strong convergenceerror estimatesfinite element methodinitial value problemnonlinear fractional stochastic differential equations

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Fractional partial differential equations (35R11)

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