A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations

DOI10.1080/00949655.2022.2100889MaRDI QIDQ5887974zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 21 April 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2022.2100889

zbMATH Keywords

convergenceweakly singular kernelsstochastic fractional integro-differential equationsmodified Euler-Maruyama method

Mathematics Subject Classification ID

Statistics (62-XX) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(5)

• Mittag--Leffler Euler Integrator for a Stochastic Fractional Order Equation with Additive Noise
• scientific article; zbMATH DE number 7366290 (Why is no real title available?)
• Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations
• 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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