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Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.

Minoo KamraniKristian DebrabantNahid Jamshidi
Published in: Int. J. Comput. Math. (2024)
Keyphrases
  • pairwise
  • error rate
  • stochastic differential equations
  • cost function
  • non stationary
  • reinforcement learning
  • noise level
  • fractal dimension