A fast Euler–Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations-Reference-Cited by-同舟云学术

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A fast Euler–Maruyama scheme and its strong convergence for multi-term Caputo tempered fractional stochastic differential equations

Published:2024-11 Issue: Volume:138 Page:108253
ISSN:1007-5704
Container-title:Communications in Nonlinear Science and Numerical Simulation
language:en
Short-container-title:Communications in Nonlinear Science and Numerical Simulation

Author:

Zhang Jingna,Tang Yifa

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference35 articles.

1. Theory and applications of fractional differential equations;Kilbas,2006

2. Application of fractional calculus to the theory of viscoelasticity;Koeller;J Appl Mech,1984

3. An analytical method for space–time fractional nonlinear differential equations arising in plasma physics;Abdou;J Ocean Eng Sci,2017

4. The random walk’s guide to anomalous diffusion: A fractional dynamics approach;Metzler;Phys Rep,2000

5. New analytical study of water waves described by coupled fractional variant Boussinesq equation in fluid dynamics;Osman;Pramana,2019

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