An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations-Reference-Cited by-同舟云学术

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An Euler–Maruyama method and its fast implementation for multiterm fractional stochastic differential equations

Published:2022-07-26 Issue:2 Volume:46 Page:1556-1573
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Methods in App Sciences

Author:

Huang Jianfei¹^ORCID,Huo Zhenyang¹,Zhang Jingna²³,Tang Yifa²³

Affiliation:

1. College of Mathematical Sciences Yangzhou University Yangzhou China

2. LSEC, ICMSEC, Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China

3. School of Mathematical Sciences University of Chinese Academy of Sciences Beijing China

Funder

National Natural Science Foundation of China

Natural Science Research of Jiangsu Higher Education Institutions of China

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.8594

Reference19 articles.

1. On the Appearance of the Fractional Derivative in the Behavior of Real Materials

2. Numerical Solution of the Bagley-Torvik Equation

3. On the descent of a sphere in a viscous liquid;Basset AB;Pure Appl Math Quart,1910

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1. Orthonormal discrete Legendre polynomials for stochastic distributed‐order time‐fractional fourth‐order delay sub‐diffusion equation;Mathematical Methods in the Applied Sciences;2024-06-28

2. Numerical treatment of stochastic and deterministic alcohol drinker dynamics with Euler–Maruyama method;Modern Physics Letters B;2024-04-05

3. Well-posedness and an Euler-Maruyama method for multi-term caputo tempered fractional stochastic differential equations;Physica Scripta;2024-01-18

4. An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation;Fractal and Fractional;2023-11-29

5. Analytical and Computational Analysis of Fractional Stochastic Models Using Iterated Itô Integrals;Fractal and Fractional;2023-07-26

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