An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations
DOI10.1002/mma.8594OpenAlexW4288040809MaRDI QIDQ6182160
Jingna Zhang, Unnamed Author, Yi-Fa Tang, Jianfei Huang
Publication date: 21 December 2023
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.8594
strong convergencefractional stochastic differential equationsEuler-Maruyama methodfast implementationmultiterm fractional derivatives
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random number generation in numerical analysis (65C10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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