Abstract
A modified Euler-Maruyama (EM) scheme was constructed for a class of multi-term fractional nonlinear stochastic differential equations with weak singularity kernels, and the strong convergence of this modified EM scheme was proved. Specifically, according to the sufficient condition for stochastic integral decomposition, the multi-term fractional stochastic differential equation was equivalently transformed into the stochastic Volterra integral equation, and then the corresponding modified EM scheme and its strong convergence were derived and proved, respectively. The order of strong convergence is α<sub>m</sub>-α<sub>m-1</sub>, where α<sub>i</sub> is the index of fractional derivative satisfying 0<α<sub>1</sub><…<α<sub>m-1</sub><α<sub>m</sub><1. Finally, numerical experiments verify the correctness of the theoretical results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
