On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410)
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scientific article; zbMATH DE number 7316862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On local linearization method for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7316862 |
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On local linearization method for stochastic differential equations driven by fractional Brownian motion (English)
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2 March 2021
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fractional Brownian motion
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local linearization
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stochastic differential equation
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Taylor theorem
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Young integral
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