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(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Jamshidi, Nahid, Redmann, Martin
Formato:	Preprint
Publicado:	2023
Materias:	Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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