High-accuracy time discretization of stochastic fractional diffusion equation
DOI10.1007/S10915-021-01710-WOpenAlexW3217185266MaRDI QIDQ2053379FDOQ2053379
Authors: Xing Liu 
Publication date: 29 November 2021
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.00196
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Cited In (6)
- Strong convergence analysis of spectral fractional diffusion equation driven by Gaussian noise with Hurst parameter less than \(\frac{1}{2}\)
- Error analysis of a fully discrete method for time-fractional diffusion equations with a tempered fractional Gaussian noise
- Convergence analysis of a fully discrete scheme for diffusion-wave equation forced by tempered fractional Brownian motion
- Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
- High-accuracy time discretization of stochastic fractional diffusion equation
- Difference methods for time discretization of spectral fractional stochastic wave equation
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