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The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations - MaRDI portal

The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (Q6101907)

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scientific article; zbMATH DE number 7682860
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The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
scientific article; zbMATH DE number 7682860

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    The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations (English)
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    5 May 2023
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    variable-order Caputo fractional derivative
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    stochastic differential equations
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    Euler-Maruyama method
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    convergence
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    multiplicative noise
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