Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation
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Publication:2090353
DOI10.3934/dcdsb.2021225zbMath1504.65011arXiv1901.10333OpenAlexW3199950983WikidataQ115219158 ScholiaQ115219158MaRDI QIDQ2090353
Xinjie Dai, Weiping Bu, Ai-Guo Xiao
Publication date: 25 October 2022
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.10333
well-posednessweakly singular kernelslocal Lipschitz conditionEuler-Maruyama approximationfractional stochastic differential-integral equations
Numerical methods for integral equations (65R20) Fractional derivatives and integrals (26A33) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)
Related Items (5)
A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations ⋮ Ulam-Hyers stability for an impulsive Caputo-Hadamard fractional neutral stochastic differential equations with infinite delay ⋮ Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method ⋮ Ulam type stability for Caputo–Hadamard fractional functional stochastic differential equations with delay ⋮ Fast \(\theta\)-Maruyama scheme for stochastic Volterra integral equations of convolution type: mean-square stability and strong convergence analysis
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