scientific article; zbMATH DE number 5174058
Euler-Maruyama methodfinite difference methodinverse problemstochastic differential equationstochastic evolution equationsstochastic partial differential equation
Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Continuity and singularity of induced measures (60G30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Transition functions, generators and resolvents (60J35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
- Numerical approximation of the stochastic equation driven by the fractional noise
- Numerical approximation of stochastic delay differential equations driven by fractional Brownian motion
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion
- Numerical solution of stochastic fractional differential equations
- Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion
- Approximation of stochastic differential equations driven by fractional Brownian motion
- Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion
- scientific article; zbMATH DE number 2118800
- Numerical solutions to time-fractional stochastic partial differential equations
- Approximation of stochastic differential equations with modified fractional Brownian motion
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion
- Theoretical and numerical comparisons of the parameter estimator of the fractional Brownian motion
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion
- Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion
- Numerics for the fractional Langevin equation driven by the fractional Brownian motion
- scientific article; zbMATH DE number 2118800 (Why is no real title available?)
- Parameter estimates for linear partial differential equations with fractional boundary noise
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