Strong convergence of the Eluer-Maruyama method for stochastic fractional delay integro-differential equations

DOI10.12286/jssx.j2021-0830MaRDI QIDQ6665183

Shan-Shan Xu, Wenqiang Wang, Lin Wang

Publication date: 17 January 2025

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

zbMATH Keywords

strong convergenceexistence and uniqueness of solutionCaputo fractional differential operatorEluer-Maruyama methodstochastic fractional delay integro-differential equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical solutions to stochastic differential and integral equations (65C30)

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