Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise (Q5110269)
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scientific article; zbMATH DE number 7201590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise |
scientific article; zbMATH DE number 7201590 |
Statements
Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise (English)
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18 May 2020
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generalized Langevin equation
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fractional Brownian motion
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fractional stochastic differential equations
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fast algorithm
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strong convergence
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