A note on Euler method for the overdamped generalized Langevin equation with fractional noise
type: Item
instance of: scholarly article
title: A note on Euler method for the overdamped generalized Langevin equation with fractional noise
zbMATH Open document ID: 1450.65002
author: Xinjie Dai
author: Aiguo Xiao
published in: Applied Mathematics Letters
publication date: 2020-10-08T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 7258417
zbMATH Keywords: generalized Langevin equation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: weakly singular kernel
zbMATH Keywords: Euler method
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
full work available at URL: j.aml.2020.106669
OpenAlex ID: W3048194140
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cites work: Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
DOI: 10.1016/J.AML.2020.106669
description: scientific article; zbMATH DE number 7258417