Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations (Q6625128)

scientific article; zbMATH DE number 7932654

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English	Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations	scientific article; zbMATH DE number 7932654

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instance of

scholarly article

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title

Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations (English)

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International Journal of Computer Mathematics

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publication date

28 October 2024

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MaRDI profile type

Publication

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cites work

Stochastic calculus. An introduction through theory and exercises

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Ergodic properties of Fractional Stochastic Burgers Equation

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Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations

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Fast predictor-corrector approach for the tempered fractional differential equations

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Asymptotic separation between solutions of Caputo fractional stochastic differential equations

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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A Fast Finite Difference Method for Tempered Fractional Diffusion Equations

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Efficient methods for nonlinear time fractional diffusion-wave equations and their fast implementations

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A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations

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Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations

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Well-posedness and numerical algorithm for the tempered fractional differential equations

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Probability Inequalities

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DIFFERENTIAL EQUATIONS WITH TEMPERED Ψ-CAPUTO FRACTIONAL DERIVATIVE

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A computationally efficient method for tempered fractional differential equations with application

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Well-posedness and numerical approximation of tempered fractional terminal value problems

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New theories and applications of tempered fractional differential equations

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Stochastic differential equations. An introduction with applications.

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Substantial, tempered, and shifted fractional derivatives: Three faces of a tetrahedron

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Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

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Second-order numerical methods for the tempered fractional diffusion 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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A generalized Gronwall inequality and its application to a fractional differential equation

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A fast Euler-Maruyama method for fractional stochastic differential equations

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Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation

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A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations

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Local existence-uniqueness and monotone iterative approximation of positive solutions for \(p\)-Laplacian differential equations involving tempered fractional derivatives

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Identifiers

DOI

10.1080/00207160.2024.2302088

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6625128