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"Asymptotic preserving schemes for SDEs driven by fractional Brownian ..."

Charles-Edouard Bréhier (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-05-04

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2104-14198
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2104-14198
Charles-Edouard Bréhier:
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. CoRR abs/2104.14198 (2021)

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