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
(23)- A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
- Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations
- An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations
- Efficient scheme for a category of variable-order optimal control problems based on the sixth-kind Chebyshev polynomials
- Weak convergence and weak stability of Euler method for a class of stochastic fractional differential equation with multiplicative noise
- Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations
- A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations
- Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation
- On stochastic fractional differential variational inequalities general system with Lévy jumps
- Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise
- A fast Euler-Maruyama method for fractional stochastic differential equations
- A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme
- Analysis of a nonlinear variable-order fractional stochastic differential equation
- Exponential stability and synchronisation of fuzzy Mittag-Leffler discrete-time Cohen-Grossberg neural networks with time delays
- Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations
- A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations
- On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
- Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations
- Weak convergence and weak stability of a numerical method for the class of stochastic fractional differential equation with multiplicative noise
- Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent
- The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
- Euler-Maruyama method for a class of variable-order fractional nonlinear stochastic integro-differential equations
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