Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2021
Source ID
10.1016/j.chaos.2020.110392

Entities

People

  • Hong Wang
  • Xiangcheng Zheng
  • Zhiwei Yang
  • Zhongqiang Zhang

Organizations

  • Army Research Office
  • National Natural Science Foundation of China
  • National Science Foundation
  • Office of the Vice President for Research, University of South Carolina