Euler-Maruyama scheme for Caputo stochastic fractional differential equations

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Euler-Maruyama scheme for Caputo stochastic fractional differential equations

Author: Doan, T. S.; Huong, P. T.; Kloeden, P. E.; Vu, A. M.
Tübinger Autor(en):
Kloeden, Peter E.
Published in: Journal of Computational and Applied Mathematics (2020), Bd. 380, Article 112989
Verlagsangabe: Elsevier
Language: English
Full text: http://dx.doi.org/10.1016/j.cam.2020.112989
ISSN: 1879-1778
DDC Classifikation: 510 - Mathematics
Dokumentart: Article
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