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• W3095457045 endingPage "110392" @default.
• W3095457045 startingPage "110392" @default.
• W3095457045 abstract "We prove the existence and uniqueness of the solution to a variable-order fractional stochastic differential equation driven by a multiplicative white noise, which describes the random phenomena with nonlocal effect. We further develop a Euler-Maruyama scheme and prove the strong convergence of the scheme. Numerical experiments are presented to substantiate the mathematical analysis." @default.
• W3095457045 created "2020-11-09" @default.
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• W3095457045 date "2021-01-01" @default.
• W3095457045 modified "2023-10-11" @default.
• W3095457045 title "Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise" @default.
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• W3095457045 doi "https://doi.org/10.1016/j.chaos.2020.110392" @default.
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