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

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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Bibliographic Details
Main Authors: Xiaolei Wu, Yubin Yan
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Fractal and Fractional
Subjects:
Caputo fractional derivative
stochastic subdiffusion
multiplicative noise
Milstein scheme
Grünwald–Letnikov method
finite element method
Online Access:https://www.mdpi.com/2504-3110/9/5/314
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