Euler-Maruyama scheme for multi-term Caputo fractional stochastic differential equations

DOI10.12286/jssx.j2020-0765MaRDI QIDQ6665164

Jingna Zhang, Zhengyang Huo, Jianfei Huang

Publication date: 17 January 2025

Published in: Mathematica Numerica Sinica (Search for Journal in Brave)

zbMATH Keywords

strong convergenceEuler-Maruyama schemefractional stochastic differential equationsmulti-term Caputo differential operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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