Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stationary solutions to SDEs driven by multiplicative fractional noise |
scientific article |
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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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