On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410)
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scientific article; zbMATH DE number 7316862
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| English | On local linearization method for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7316862 |
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On local linearization method for stochastic differential equations driven by fractional Brownian motion (English)
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2 March 2021
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fractional Brownian motion
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local linearization
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stochastic differential equation
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Taylor theorem
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Young integral
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0.8435415625572205
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0.833327054977417
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0.812410831451416
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0.8103178143501282
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