A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations
DOI10.1080/00949655.2022.2100889OpenAlexW4287832599WikidataQ114101191 ScholiaQ114101191MaRDI QIDQ5887974
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Publication date: 21 April 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2022.2100889
convergenceweakly singular kernelsstochastic fractional integro-differential equationsmodified Euler-Maruyama method
Statistics (62-XX) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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