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A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations - MaRDI portal

A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations (Q6591012)

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scientific article; zbMATH DE number 7899960
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English
A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
scientific article; zbMATH DE number 7899960

    Statements

    A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations (English)
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    21 August 2024
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    Caputo tempered fractional derivatives
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    stochastic differential equations
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    fast Euler-Maruyama scheme
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    strong convergence
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