Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506)
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scientific article
| Language | Label | Description | Also known as |
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| English | Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion |
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Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (English)
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21 October 2022
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stochastic differential equations driven by fractional Brownian motion
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stochastic theta method
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mean square stability
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confluent hypergeometric functions
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Gaussian correlation inequality
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law of large numbers
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