Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6057959 / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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reducibility | |||
| Property / zbMATH Keywords: reducibility / rank | |||
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Itô formula | |||
| Property / zbMATH Keywords: Itô formula / rank | |||
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Revision as of 00:16, 30 June 2023
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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