In this paper, we propose an exponential Euler method to approximate the solution of a stochastic functional differential equation driven by weighted fractional Brownian motion $ B^{ a, b}$ under some assumptions on $a$ and $b$. We obtain also the convergence rate of the method to the true solution after proving an $L^{ 2}$-maximal bound for the stochastic integrals in this case.
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Mahmoudi, F., & Tahmasebi, M. (2022). The convergence of exponential Euler method for weighted fractional stochastic equations. Computational Methods for Differential Equations, 10(2), 538-548. doi: 10.22034/cmde.2021.41430.1795
MLA
Fatemeh Mahmoudi; Mahdieh Tahmasebi. "The convergence of exponential Euler method for weighted fractional stochastic equations". Computational Methods for Differential Equations, 10, 2, 2022, 538-548. doi: 10.22034/cmde.2021.41430.1795
HARVARD
Mahmoudi, F., Tahmasebi, M. (2022). 'The convergence of exponential Euler method for weighted fractional stochastic equations', Computational Methods for Differential Equations, 10(2), pp. 538-548. doi: 10.22034/cmde.2021.41430.1795
VANCOUVER
Mahmoudi, F., Tahmasebi, M. The convergence of exponential Euler method for weighted fractional stochastic equations. Computational Methods for Differential Equations, 2022; 10(2): 538-548. doi: 10.22034/cmde.2021.41430.1795
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