Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (Q3013847)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations |
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Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (English)
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18 July 2011
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stochastic differential equation
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fractional Brownian motion
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approximation
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