Strong Convergence of a Modified Euler—Maruyama Method for Mixed Stochastic Fractional Integro—Differential Equations with Local Lipschitz Coefficients

Strong Convergence of a Modified Euler—Maruyama Method for Mixed Stochastic Fractional Integro—Differential Equations with Local Lipschitz Coefficients

This paper presents a modified Euler—Maruyama (EM) method for mixed stochastic fractional integro—differential equations (mSFIEs) with Caputo—type fractional derivatives whose coefficients satisfy local Lipschitz and linear growth conditions. First, we transform the mSFIEs into an equivalent mixed s...

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Bibliographic Details
Main Authors: Zhaoqiang Yang, Chenglong Xu
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Fractal and Fractional
Subjects:
mixed stochastic fractional integro—differential equations
fractional calculus
mixed stochastic Volterra integral equation
modified Euler—Maruyama method
convergence rate analysis
Online Access:https://www.mdpi.com/2504-3110/9/5/296
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