Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations

DOI10.1016/j.matcom.2021.05.037OpenAlexW3166877264MaRDI QIDQ2666258

Arzu Ahmadova, Nazim Idris Mahmudov

Publication date: 22 November 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2021.05.037

zbMATH Keywords

strong convergencemild solutionexistence and uniquenessEuler-Maruyama schemeMittag-Leffler type functionfractional stochastic Langevin equation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)

Related Items (3)

Solution processes for second-order linear fractional differential equations with random inhomogeneous parts ⋮ Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method ⋮ A novel technique for solving Sobolev-type fractional multi-order evolution equations

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