Numerical Approximation for a Stochastic Fractional Differential Equation Driven by Integrated Multiplicative Noise

We consider a numerical approximation for stochastic fractional differential equations driven by integrated multiplicative noise. The fractional derivative is in the Caputo sense with the fractional order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display=&qu...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	James Hoult, Yubin Yan
Format:	Article
Language:	English
Published:	MDPI AG 2024-01-01
Subjects:	stochastic fractional differential equations convergence order regularit Brownian motion
Online Access:	https://www.mdpi.com/2227-7390/12/3/365