The fast Euler-Maruyama method for solving multiterm Caputo fractional stochastic delay integro-differential equations
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Springer Science and Business Media LLC
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https://link.springer.com/content/pdf/10.1007/s11075-024-01925-6.pdf
Reference22 articles.
1. Behera, S., Saha Ray, S.: An efficient numerical method based on Euler wavelets for solving fractional order pantograph Volterra delay-integro-differential equations. J. Comput. Appl. Math. 406, 113825 (2022)
2. Evans, L.C.: An introduction to stochastic differential equations. (2013)
3. Dai, X., Bu, W., Xiao, A.: Well-posedness and EM approximations for non-lipschitz stochastic fractional integro-differential equations. J. Comput. Appl. Math. 356, 377–390 (2019)
4. Doan, T.S., Huong, P.T., Kloeden, P.E., Vu, A.M.: Euler-Maruyama scheme for Caputo stochastic fractional differential equations. J. Comput. Appl. Math. 380 (2020)
5. Dong, J., Du, N., Yang, Z.: A distributed-order fractional stochastic differential equation driven by Lévy noise: Existence, uniqueness, and a fast EM scheme. Chaos: An Interdisciplinary J. Nonlinear Sci. 33(2), 023109 (2023)
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