Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). |
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Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (English)
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6 August 2020
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Doss-Sussmann representation
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fractional Brownian motion
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stochastic differential equation
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Taylor expansion
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