Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400): Difference between revisions
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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 |
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Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (English)
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17 July 2012
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stochastic differential equation
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fractional Brownian motion
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reducibility
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Itô formula
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