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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2018, 卷号: 38, 期号: 1, 页码: 184-197
Authors:
Cao, Yanzhao
;
Hong, Jialin
;
Liu, Zhihui
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Submit date：2018/07/30
stochastic differential equation of boundary value type
fractional Brownian motion
piecewise constant approximation
finite element approximation
