scientific article; zbMATH DE number 5018695
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Publication:5201186
zbMATH Open1086.60040MaRDI QIDQ5201186FDOQ5201186
Authors: Brahim Boufoussi, Ciprian A. Tudor 
Publication date: 12 April 2006
Title of this publication is not available (Why is that?)
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- Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion
- Optimal approximation of SDE's with additive fractional noise
- Rough homogenisation with fractional dynamics
- A NOTE ON THE SMOLUCHOWSKI–KRAMERS APPROXIMATION FOR THE LANGEVIN EQUATION WITH REFLECTION
- Finite time approach to equilibrium in a fractional Brownian velocity field
- The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM
- Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process
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