Euler-Maruyama method for a class of variable-order fractional nonlinear stochastic integro-differential equations

DOI10.12286/jssx.j2023-1142MaRDI QIDQ6665224

Jing-Yun Lv, Yu Zheng, Jingna Zhang

Publication date: 17 January 2025

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

zbMATH Keywords

strong convergencestochastic integro-differential equationsEuler-Maruyama methodvariable-order fractional derivative

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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