Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion (Q4555934)
From MaRDI portal
scientific article; zbMATH DE number 6983810
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
23 November 2018
0 references
stochastic differential equation of boundary value type
0 references
fractional Brownian motion
0 references
piecewise constant approximation
0 references
finite element approximation
0 references
