Open AccessEuler Approximation for A Class of Singular Multi-Dimensional SDEs Driven by an Additive Fractional Noise
Author(s) -
Vũ Thị Thu Hương
Publication year - 2022
Publication title -
tạp chí khoa học đại học quốc gia hà nội: toán - lý (vnu journal of science: mathematics - physics)
Language(s) - English
Resource type - Journals
eISSN - 2615-9341
pISSN - 2588-1124
DOI - 10.25073/2588-1124/vnumap.4722
Subject(s) - fractional brownian motion , mathematics , stochastic differential equation , hurst exponent , euler's formula , rate of convergence , mathematical analysis , class (philosophy) , brownian motion , euler method , convergence (economics) , noise (video) , euler equations , backward euler method , computer science , computer network , channel (broadcasting) , statistics , artificial intelligence , economics , image (mathematics) , economic growth