ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (Q5000646)
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scientific article; zbMATH DE number 7371743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations |
scientific article; zbMATH DE number 7371743 |
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ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations (English)
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15 July 2021
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fractional Brownian motion
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stochastic differential equation
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Monte Carlo simulation
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