scientific article

DOI10.3969/j.issn.0490-6756.2015.03.001zbMath1340.65010MaRDI QIDQ3461033

Weibin Wang, Mao-Kang Luo

Publication date: 15 January 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stabilityfractional Brownian motionEuler schemeMilstein schemefractional stochastic differential equationcorrected implicit technique

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)