The Implicit Euler Scheme for FSDEs with Stochastic Forcing: Existence and Uniqueness of the Solution
Copyright policy ) Kęstutis Kubilius;
The Implicit Euler Scheme for FSDEs with Stochastic Forcing: Existence and Uniqueness of the Solution
In this paper, we focus on fractional stochastic differential equations (FSDEs) with a stochastic forcing term, i.e., to FSDE, we add a stochastic forcing term. Using the implicit scheme of Euler’s approximation, the conditions for the existence and uniqueness of the solution of FSDEs with a stochastic forcing term are established. Such equations can be applied to considering FSDEs with a permeable wall.
Lithuania
- Vilnius University Lithuania
stochastic forcing, Pearson model, fractional Brownian motion, p-variation, QA1-939, implicit Euler scheme, stochastic differential equations, Mathematics
stochastic forcing, Pearson model, fractional Brownian motion, p-variation, QA1-939, implicit Euler scheme, stochastic differential equations, Mathematics
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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