The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) |
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The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (English)
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22 November 2021
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stochastic delay differential equations
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fractional Brownian motion
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exponential Euler scheme
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strong convergence
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