Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
scientific article

    Statements

    Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 October 2022
    0 references
    stochastic differential equations driven by fractional Brownian motion
    0 references
    stochastic theta method
    0 references
    mean square stability
    0 references
    confluent hypergeometric functions
    0 references
    Gaussian correlation inequality
    0 references
    law of large numbers
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references