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...
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| Main Authors: | Xiaolei Wu, Yubin Yan |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/9/5/314 |
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