Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise
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Cited in
(30)- Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations
- Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations
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