Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400): Difference between revisions
From MaRDI portal
Latest revision as of 17:33, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach |
scientific article |
Statements
Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (English)
0 references
17 July 2012
0 references
stochastic differential equation
0 references
fractional Brownian motion
0 references
reducibility
0 references
Itô formula
0 references
0 references
0 references