Pages that link to "Item:Q2034423"
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The following pages link to Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423):
Displaying 13 items.
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- A strong uniform approximation of fractional Brownian motion by means of transport processes (Q734645) (← links)
- Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
- Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (Q2005024) (← links)
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- Euler scheme for fractional delay stochastic differential equations by rough paths techniques (Q2153083) (← links)
- An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions (Q2171180) (← links)
- Spectral collocation method for stochastic partial differential equations with fractional Brownian motion (Q2226294) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- The rate of convergence for the Smoluchowski-Kramers approximation for stochastic differential equations with FBM (Q2659316) (← links)
- (Q5294305) (← links)
- Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion (Q5368783) (← links)
- (Q6182100) (← links)
