Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations (Q6562607)
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scientific article; zbMATH DE number 7871985
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| English | Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations |
scientific article; zbMATH DE number 7871985 |
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Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations (English)
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27 June 2024
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error analysis
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operational matrix method
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piecewise function
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stochastic differential equations
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variable-order fractional Brownian motion
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