Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2137714751 / rank | |||
Normal rank | |||
Revision as of 14:24, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stationary solutions to SDEs driven by multiplicative fractional noise |
scientific article |
Statements
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (English)
0 references
7 February 2014
0 references
stochastic differential equation
0 references
fractional Brownian motion
0 references
stationary process
0 references
Euler scheme
0 references
