Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
Zhang, Shao-Qin, Yuan, ChengguiJournal:
Proceedings of the Royal Society of Edinburgh: Section A Mathematics
DOI:
10.1017/prm.2020.60
Date:
September, 2020
File:
PDF, 450 KB
2020