Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise (Q6512644)
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scientific article; zbMATH DE number 902315237
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English | Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise |
scientific article; zbMATH DE number 902315237 |
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Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise (English)
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1 January 1 CEGregorian
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