Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations
type: Item
instance of: scholarly article
title: Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations
zbMATH Open document ID: 1506.65176
author: Zhiwei Yang
published in: ZAMP. Zeitschrift für angewandte Mathematik und Physik
publication date: 2022-12-08T00:00:00Z
review text: A stochastic differential equation with fractional time derivative modeling ultraslow diffusion of particles is studied. Approximations via a modification of the Euler scheme are shown to converge to solutions of the original equation. Estimates for the second moments are derived.
reviewed by: Piotr Biler
Mathematics Subject Classification ID: 65M75
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 35B65
Mathematics Subject Classification ID: 35B35
Mathematics Subject Classification ID: 34A08
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 7628881
zbMATH Keywords: stochastic fractional differential equations
zbMATH Keywords: Euler-Maruyama method
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: s00033-022-01890-x
OpenAlex ID: W4308862031
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DOI: 10.1007/S00033-022-01890-X
description: scientific article; zbMATH DE number 7628881