Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise
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DOI: 10.1016/j.chaos.2020.110392
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References listed on IDEAS
- Sun, HongGuang & Chen, Wen & Chen, YangQuan, 2009. "Variable-order fractional differential operators in anomalous diffusion modeling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(21), pages 4586-4592.
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- Ding, Dawei & Xu, Xinyue & Yang, Zongli & Zhang, Hongwei & Zhu, Haifei & Liu, Tao, 2024. "Extreme multistability of fractional-order hyperchaotic system based on dual memristors and its implementation," Chaos, Solitons & Fractals, Elsevier, vol. 183(C).
- Hendy, Ahmed S. & Zaky, Mahmoud A. & Suragan, Durvudkhan, 2022. "Discrete fractional stochastic Grönwall inequalities arising in the numerical analysis of multi-term fractional order stochastic differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 193(C), pages 269-279.
- Zeng, Yue & Zhang, Yao-jia & Huang, Nan-jing, 2024. "A stochastic fractional differential variational inequality with Lévy jump and its application," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
- Zakaria Ali & Minyahil Abera Abebe & Talat Nazir, 2024. "Strong Convergence of Euler-Type Methods for Nonlinear Fractional Stochastic Differential Equations without Singular Kernel," Mathematics, MDPI, vol. 12(18), pages 1-36, September.
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Keywords
Variable-order fractional stochastic differential equation; Nonlocal effect; Existence and uniqueness; Euler-Maruyama method; Strong convergence;All these keywords.
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