The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
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Publication:6101907
convergenceEuler-Maruyama methodmultiplicative noisestochastic differential equationsvariable-order Caputo fractional derivative
Fractional ordinary differential equations (34A08) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)
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