A note on Euler method for the overdamped generalized Langevin equation with fractional noise (Q2006358)
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scientific article; zbMATH DE number 7258417
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| English | A note on Euler method for the overdamped generalized Langevin equation with fractional noise |
scientific article; zbMATH DE number 7258417 |
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A note on Euler method for the overdamped generalized Langevin equation with fractional noise (English)
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8 October 2020
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generalized Langevin equation
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fractional Brownian motion
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weakly singular kernel
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Euler method
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convergence rate
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0.7410304546356201
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0.7359416484832764
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0.7319570779800415
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