The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations
DOI10.4208/aamm.oa-2021-0222OpenAlexW4363675800MaRDI QIDQ6101907
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Publication date: 5 May 2023
Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/aamm.oa-2021-0222
convergencestochastic differential equationsmultiplicative noiseEuler-Maruyama methodvariable-order Caputo fractional derivative
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)
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