Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion |
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Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (English)
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3 February 2021
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fractional calculus
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fractional Brownian motion
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fractional stochastic differential equation
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quadratic interpolation
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