Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with $$ 1/4<H <1/2$$.
Crossref DOI link: https://doi.org/10.1007/s10959-019-00902-3
Published Online: 2019-04-25
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Araya, Héctor
León, Jorge A.
Torres, Soledad
Funding for this research was provided by:
CONICYT-PCHA (21160138)
CONACYT (220303)
CONICYT (1171335)
Text and Data Mining valid from 2019-04-25
Version of Record valid from 2019-04-25
Article History
Received: 26 June 2018
Revised: 10 January 2019
First Online: 25 April 2019