Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation
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Publication:5074909
DOI10.4208/eajam.311021.220222zbMath1492.60203OpenAlexW4226034892WikidataQ114021209 ScholiaQ114021209MaRDI QIDQ5074909
Zhiwei Yang, Xiangcheng Zheng, Jinhong Jia, Hong Wang
Publication date: 10 May 2022
Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/eajam.311021.220222
strong convergenceEuler-Maruyama methodhidden memoryvariable-order fractional stochastic differential equation
Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic integral equations (60H20)
Uses Software
Cites Work
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