Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (Q3013847)
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scientific article; zbMATH DE number 5925462
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| English | Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations |
scientific article; zbMATH DE number 5925462 |
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Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (English)
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18 July 2011
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stochastic differential equation
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fractional Brownian motion
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approximation
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0.8398985266685486
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0.8307861089706421
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0.8262001872062683
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0.8198928236961365
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0.8197088241577148
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