Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion (Q4555934)
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scientific article; zbMATH DE number 6983810
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| English | Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion |
scientific article; zbMATH DE number 6983810 |
Statements
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion (English)
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23 November 2018
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stochastic differential equation of boundary value type
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fractional Brownian motion
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piecewise constant approximation
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finite element approximation
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0.8583908081054688
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0.8149802088737488
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0.8139053583145142
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0.811191976070404
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