Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Year of publication: |
2014
|
---|---|
Authors: | Cohen, Serge ; Panloup, Fabien ; Tindel, Samy |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 124.2014, 3, p. 1197-1225
|
Publisher: |
Elsevier |
Subject: | Stochastic differential equation | Fractional Brownian motion | Stationary process | Euler scheme |
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