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zbMath1240.65010MaRDI QIDQ3171187

Wei-jun Ma, Qi-min Zhang

Publication date: 29 September 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motion numerical solution semi-implicit Euler method stochastic pantograph equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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