Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (Q841761)
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scientific article; zbMATH DE number 5604904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions |
scientific article; zbMATH DE number 5604904 |
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Exact linearization of one dimensional Itô equations driven by fBm: Analytical and numerical solutions (English)
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18 September 2009
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exact linearization
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stochastic integrating factor
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modified Milstein method
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