Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162)
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scientific article; zbMATH DE number 7305136
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| English | Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion |
scientific article; zbMATH DE number 7305136 |
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Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (English)
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3 February 2021
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fractional calculus
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fractional Brownian motion
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fractional stochastic differential equation
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quadratic interpolation
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0.92384374
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0.8945515
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0.89230675
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0.8889532
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0.8867174
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0.8808969
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