scientific article; zbMATH DE number 6401127

zbMath1313.65011MaRDI QIDQ5499128

Xiaoli Sun, Wenqiang Wang

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical exampleweak convergenceEuler methodweak stabilitylinear stochastic fractional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)

Related Items (2)

A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations ⋮ The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations

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