Modified Split-Step Theta Method for Stochastic Differential Equations Driven By Fractional Brownian Motion
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Published:2023-10
Issue:0
Volume:0
Page:0-0
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ISSN:0254-9409
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Container-title:Journal of Computational Mathematics
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language:
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Short-container-title:JCM
Author:
Zhao Jingjun,Xu Hao Zhou and Yang
Publisher
Global Science Press
Subject
Computational Mathematics