Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation

DOI10.1017/PRM.2020.60zbMath1507.60090arXiv1812.11382WikidataQ115337086 ScholiaQ115337086MaRDI QIDQ6311767

Shao-Qin Zhang, Chenggui Yuan

Publication date: 29 December 2018

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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