Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204): Difference between revisions

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Latest revision as of 08:53, 7 July 2024

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Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
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    Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (English)
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    7 February 2014
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    stochastic differential equation
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    fractional Brownian motion
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    stationary process
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    Euler scheme
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