Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation

IF 1.2 4区 数学 Q2 MATHEMATICS, APPLIED
J. Jia, Zhiwei Yang, Xiangcheng Zheng null, Hong Wang
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引用次数: 0

Abstract

. We prove the wellposedness of a nonlinear hidden-memory variable-order fractional stochastic differential equation driven by a multiplicative white noise, in which the hidden-memory type variable order describes the memory of a fractional order. We then present a Euler-Maruyama scheme for the proposed model and prove its strong convergence rate. Numerical experiments are performed to substantiate the theoretical results.
一类非线性隐记忆变阶分数阶随机微分方程的分析与数值逼近
证明了乘性白噪声驱动的非线性隐记忆变阶分数随机微分方程的适定性,其中隐记忆型变阶描述了分数阶的记忆。然后,我们为所提出的模型提出了一个Euler Maruyama格式,并证明了它的强收敛性。数值实验证实了理论结果。
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来源期刊
CiteScore
2.60
自引率
8.30%
发文量
48
期刊介绍: The East Asian Journal on Applied Mathematics (EAJAM) aims at promoting study and research in Applied Mathematics in East Asia. It is the editorial policy of EAJAM to accept refereed papers in all active areas of Applied Mathematics and related Mathematical Sciences. Novel applications of Mathematics in real situations are especially welcome. Substantial survey papers on topics of exceptional interest will also be published occasionally.
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