TY - JOUR
T1 - Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation 
AU - Jinhong Jia, Zhiwei Yang, Xiangcheng Zheng & Hong Wang
JO - East Asian Journal on Applied Mathematics
VL - 3
SP - 673
EP - 695
PY - 2022
DA - 2022/04
SN - 12
DO - http://doi.org/10.4208/eajam.311021.220222
UR - https://global-sci.org/intro/article_detail/eajam/20413.html
KW - Variable-order fractional stochastic differential equation, hidden memory, Euler-Maruyama method, strong convergence.
AB - <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>