Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case (Q6050011)
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scientific article; zbMATH DE number 7739203
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case |
scientific article; zbMATH DE number 7739203 |
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Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case (English)
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18 September 2023
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generalized Langevin equation
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fractional Brownian motion
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fast Euler method
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multilevel Monte Carlo simulation
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Malliavin calculus
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