The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486)
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scientific article; zbMATH DE number 7431702
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| English | The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) |
scientific article; zbMATH DE number 7431702 |
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The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (English)
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22 November 2021
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stochastic delay differential equations
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fractional Brownian motion
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exponential Euler scheme
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strong convergence
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0.8943082690238953
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0.8553711175918579
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0.8449335694313049
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0.8285971879959106
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