A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme (Q6572662)

scientific article; zbMATH DE number 7881236

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English	A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme	scientific article; zbMATH DE number 7881236

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A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme (English)

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16 July 2024

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cites work

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On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes

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New integral inequalities with weakly singular kernel for discontinuous functions and their applications to impulsive fractional differential systems

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Collocation Methods for Volterra Integral and Related Functional Differential Equations

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Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise

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Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations: A Second-Order Scheme

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Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method

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The application of the distributed-order time fractional Bloch model to magnetic resonance imaging

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Identifiers

DOI

10.1063/5.0135471

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Mathematics(1 entry)

mardi Publication:6572662