A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
type: Item
instance of: scholarly article
title: A fast Euler-Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations
zbMATH Open document ID: 1545.6505
author: Jingna Zhang
author: Yifa Tang
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2024-08-21T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34A08
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7899960
zbMATH Keywords: Caputo tempered fractional derivatives
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: fast Euler-Maruyama scheme
zbMATH Keywords: strong convergence
MaRDI profile type: Publication
cites work: Q5699297
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DOI: 10.1016/J.CNSNS.2024.108253
description: scientific article; zbMATH DE number 7899960