Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with 1 / 4 < H< 1 / 2 .

INIS

• differential equations 100%
• stochastic processes 100%
• brownian movement 100%
• convergence 50%
• solutions 50%
• approximations 50%
• expansion 50%

Keyphrases

• Stochastic Differential Equations 100%
• Numerical Scheme 100%
• Fractional Brownian Motion 100%
• Convergence Rate 50%
• Hurst Parameter 50%
• First-order Taylor Expansion 50%

Mathematics

• Stochastic Differential Equation 100%
• Numerical Scheme 100%
• Fractional Brownian Motion 100%
• Hurst Parameter 50%
• Order Taylor Expansion 50%
• Rate of Convergence 50%