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Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations - MaRDI portal

Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (Q2666258)

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Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations
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    Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (English)
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    22 November 2021
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    fractional stochastic Langevin equation
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    Mittag-Leffler type function
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    mild solution
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    existence and uniqueness
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    strong convergence
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    Euler-Maruyama scheme
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