E-strong simulation of fractional brownian motion and related stochastic differential equations
Year of publication: |
2021
|
---|---|
Authors: | Chen, Yi ; Dong, Jing ; Ni, Hao |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 2, p. 559-594
|
Subject: | fractional Brownian motion | stochastic differential equation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis | Simulation |
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