Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
Author:
Affiliation:
1. Department of Mathematics, Faculty of Science, Razi University, Kermanshah, Iran
2. Department of Mathematics and Computer Science (IMADA), University of Southern Denmark, Odense M, Denmark
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207160.2024.2327615
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3. THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
4. The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations
5. Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
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