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Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion.

Min LiYaozhong HuChengming HuangXiong Wang
Published in: J. Comput. Appl. Math. (2023)
Keyphrases
  • stochastic differential equations
  • dynamic programming
  • pairwise
  • long term
  • mathematical model
  • maximum a posteriori estimation
  • fractional brownian motion