Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime (Q2069785)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime |
scientific article |
Statements
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime (English)
0 references
21 January 2022
0 references
fractional Brownian motion
0 references
averaging principle
0 references
Euler schemes
0 references
asymptotic preserving schemes
0 references
0 references
