An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions

Jie He, Qian Guo. An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions. Appl. Math. Lett., 134:108379, 2022. [doi]

Authors

Jie He

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Qian Guo

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