Pages that link to "Item:Q2069785"
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The following pages link to Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime (Q2069785):
Displaying 4 items.
- Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913) (← links)
- Generating diffusions with fractional Brownian motion (Q2089733) (← links)
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (Q5064412) (← links)
- Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging (Q5876567) (← links)
