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Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion - MaRDI portal

Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (Q2005024)

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scientific article; zbMATH DE number 7257310
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English
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
scientific article; zbMATH DE number 7257310

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    Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (English)
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    7 October 2020
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    stochastic evolution equation
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    fractional Brownian motion
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    Galerkin method
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    implicit Euler scheme
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