scientific article; zbMATH DE number 5019514

zbMath1098.60053MaRDI QIDQ5290059

Iuliana Marchis, Hannelore Breckner

Publication date: 5 October 2006

Full work available at URL: https://eudml.org/doc/231065

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionimplicit Euler schemestochastic differential equation on a lattice

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

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