Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761)

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Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions
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    Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (English)
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    18 September 2009
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    exact linearization
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    stochastic integrating factor
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    modified Milstein method
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