Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion

DOI10.1007/s00245-008-9062-9zbMath1180.93095OpenAlexW2022769057MaRDI QIDQ843959

Peter E. Kloeden, María J. Garrido-Atienza, Andreas Neuenkirch

Publication date: 18 January 2010

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-008-9062-9

zbMATH Keywords

fractional Brownian motionrandom attractorrandom dynamical systemimplicit Euler schemeone-sided dissipative Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linearizations (93B18) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

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Cites Work

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