Jingna Zhang, Yifa Tang, Jianfei Huang. A fast Euler-Maruyama method for fractional stochastic differential equations. J. Appl. Math. Comput., 69(1):273-291, February 2023. [doi]
@article{ZhangTH23,
title = {A fast Euler-Maruyama method for fractional stochastic differential equations},
author = {Jingna Zhang and Yifa Tang and Jianfei Huang},
year = {2023},
month = {February},
doi = {10.1007/s12190-022-01705-2},
url = {https://doi.org/10.1007/s12190-022-01705-2},
researchr = {https://researchr.org/publication/ZhangTH23},
cites = {0},
citedby = {0},
journal = {J. Appl. Math. Comput.},
volume = {69},
number = {1},
pages = {273-291},
}