Milstein Scheme for a Stochastic Semilinear Subdiffusion Equation Driven by Fractionally Integrated Multiplicative Noise

This paper investigates the strong convergence of a Milstein scheme for a stochastic semilinear subdiffusion equation driven by fractionally integrated multiplicative noise. The existence and uniqueness of the mild solution are established via the Banach fixed point theorem. Temporal and spatial reg...

Descripció completa

Dades bibliogràfiques

Autors principals:	Xiaolei Wu, Yubin Yan
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2025-05-01
Col·lecció:	Fractal and Fractional
Matèries:	Caputo fractional derivative stochastic subdiffusion multiplicative noise Milstein scheme Grünwald–Letnikov method finite element method
Accés en línia:	https://www.mdpi.com/2504-3110/9/5/314
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!