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Q5290059 - MaRDI portal

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scientific article; zbMATH DE number 5019514
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English
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scientific article; zbMATH DE number 5019514

    Statements

    author
    Iuliana Marchis
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    Hannelore Breckner
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    publication date
    5 October 2006
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    zbMATH Keywords
    stochastic differential equation on a lattice
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    fractional Brownian motion
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    implicit Euler scheme
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H20
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    65C20
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    65C30
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    zbMATH DE Number
    5019514
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