The Convergence of exponential Euler method for weighted fractional stochastic equations
DOI10.22034/cmde.2021.41430.1795zbMath1499.65018OpenAlexW3166591915MaRDI QIDQ5076668
Fatemeh Mahmoudi, Mahdieh Tahmasebi
Publication date: 17 May 2022
Full work available at URL: https://cmde.tabrizu.ac.ir/article_12794_e07b7498ac61d7e6b4db35a409975273.pdf
Malliavin calculusstochastic differential equationsweighted fractional Brownian motionexponential Euler scheme
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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