A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme

DOI10.1063/5.0135471MaRDI QIDQ6572662

Jincheng Dong, Zhiwei Yang, Ning Du

Publication date: 16 July 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

This page was built for publication: A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme