Pages that link to "Item:Q785391"

The following pages link to Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391):

Displaying 6 items.

• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation (Q1724323) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions (Q2171180) (← links)
• Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
• On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)