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]

@article{HeG22-4,
  title = {An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions},
  author = {Jie He and Qian Guo},
  year = {2022},
  doi = {10.1016/j.aml.2022.108379},
  url = {https://doi.org/10.1016/j.aml.2022.108379},
  researchr = {https://researchr.org/publication/HeG22-4},
  cites = {0},
  citedby = {0},
  journal = {Appl. Math. Lett.},
  volume = {134},
  pages = {108379},
}