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Huang, Jianfei, Shao, Linxin, Liu, Jiahui (2024) Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations. International Journal of Computer Mathematics, 101 (9). doi:10.1080/00207160.2024.2302088

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Reference TypeJournal (article/letter/editorial)
TitleEuler–Maruyama methods for Caputo tempered fractional stochastic differential equations
JournalInternational Journal of Computer Mathematics
AuthorsHuang, JianfeiAuthor
Shao, LinxinAuthor
Liu, JiahuiAuthor
Year2024 (October 2)Volume101
Issue9
PublisherInforma UK Limited
DOIdoi:10.1080/00207160.2024.2302088Search in ResearchGate
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Mindat Ref. ID17607515Long-form Identifiermindat:1:5:17607515:8
GUID0
Full ReferenceHuang, Jianfei, Shao, Linxin, Liu, Jiahui (2024) Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations. International Journal of Computer Mathematics, 101 (9). doi:10.1080/00207160.2024.2302088
Plain TextHuang, Jianfei, Shao, Linxin, Liu, Jiahui (2024) Euler–Maruyama methods for Caputo tempered fractional stochastic differential equations. International Journal of Computer Mathematics, 101 (9). doi:10.1080/00207160.2024.2302088
In(2024, October) International Journal of Computer Mathematics Vol. 101 (9). Informa UK Limited

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Huang, Jianfei, Shao, Linxin, Liu, Jiahui (2024) Well-posedness and an Euler-Maruyama method for multi-term caputo tempered fractional stochastic differential equations. Physica Scripta, 99 (2) 25236 doi:10.1088/1402-4896/ad1cba
Kamrani, Minoo, Debrabant, Kristian, Jamshidi, Nahid (2024) Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. International Journal of Computer Mathematics, 101 (3) 357-371 doi:10.1080/00207160.2024.2327615
Doan, T.S., Huong, P.T., Kloeden, P.E., Vu, A.M. (2020) Euler–Maruyama scheme for Caputo stochastic fractional differential equations. Journal of Computational and Applied Mathematics, 380. 112989pp. doi:10.1016/j.cam.2020.112989
Guo, Qian, Liu, Wei, Mao, Xuerong, Zhan, Weijun (2018) Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations. International Journal of Computer Mathematics, 95. 1715-1726 doi:10.1080/00207160.2017.1329533
Zhang, Wei, Song, M. H., Liu, M. Z. (2018) Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations. International Journal of Computer Mathematics, 95. 2363-2387 doi:10.1080/00207160.2017.1395871
He, Jie, Gao, Shuaibin, Zhan, Weijun, Guo, Qian (2023) Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. International Journal of Computer Mathematics, 100 (12) 2184-2195 doi:10.1080/00207160.2023.2266757
Tan, Jianguo, Wang, Hongli (2011) Mean-square stability of the Euler–Maruyama method for stochastic differential delay equations with jumps. International Journal of Computer Mathematics, 88. 421-429 doi:10.1080/00207160903474206
Zhang, Wei (2021) The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise. International Journal of Computer Mathematics, 98 (2) 389-413 doi:10.1080/00207160.2020.1748187
Shi, Hongling, Song, Minghui, Liu, Mingzhu (2023) Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments. International Journal of Computer Mathematics, 100 (12) 2269-2289 doi:10.1080/00207160.2023.2274278
Ren, Quanwei (2022) Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps. International Journal of Computer Mathematics, 99 (3) 520-536 doi:10.1080/00207160.2021.1923013
Cheng, Meiyu, Zhang, Wei, Li, Rui (2024) Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching. International Journal of Computer Mathematics, 101 (3) 281-313 doi:10.1080/00207160.2024.2326608
 
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