Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400)
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scientific article; zbMATH DE number 6057959
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| English | Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach |
scientific article; zbMATH DE number 6057959 |
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Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (English)
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17 July 2012
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stochastic differential equation
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fractional Brownian motion
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reducibility
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Itô formula
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0.7874868512153625
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0.7815871834754944
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0.7793223857879639
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