Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion (Q6567319)
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scientific article; zbMATH DE number 7876205
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| English | Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion |
scientific article; zbMATH DE number 7876205 |
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Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion (English)
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4 July 2024
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stochastic differential equation
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fractional Brownian motion
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singular drift
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backward Euler method
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strong convergence
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0.8588913083076477
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0.8492235541343689
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0.8367711305618286
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0.8346056938171387
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