变分数阶随机微分方程的Euler-Maruyama方法
An Euler-Maruyama Method for Variable-Order Fractional Stochastic Differential Equations
摘要: 本文对一类变分数阶随机微分方程初值问题构造了一个Euler-Maruyama (EM)数值方法，并分析了该EM方法的稳定性和强收敛性。最后，通过两个数值算例来验证了理论分析结果的正确性。
Abstract: This paper constructs an Euler-Maruyama (EM) method for a kind of variable-order fractional sto-chastic differential equations with an initial condition, and analyzes the stability and strong con-vergence of the presented EM method. Finally, two numerical examples are given to verify the cor-rectness of the theoretical results.
文章引用：王笑涵, 袁晗雯, 宋雨晨, 孙雯, 霍振阳. 变分数阶随机微分方程的Euler-Maruyama方法[J]. 应用数学进展, 2023, 12(1): 37-45. https://doi.org/10.12677/AAM.2023.121006

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