Exponential Euler method for stiff SDEs driven by fractional Brownian motion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Haozhe, Shen, Zhaotong, Yu, Qian
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.03546