@Article{EAJAM-12-673,
author = {Jinhong Jia, Zhiwei Yang, Xiangcheng Zheng and Hong Wang},
title = {Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation },
journal = {East Asian Journal on Applied Mathematics},
year = {2022},
volume = {12},
number = {3},
pages = {673--695},
abstract = {<p style="text-align: justify;">We prove the well-posedness 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.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.311021.220222},
url = {http://global-sci.org/intro/article_detail/eajam/20413.html}
}