An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions (Q2171180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions |
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An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions (English)
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23 September 2022
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explicit method
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stochastic differential equation
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fractional Brownian motion
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self-interacting diffusion
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