Discretization of stationary solutions of stochastic systems driven by fractional brownian motion

Applied Mathematics and Optimization

Volumn 60, Issue 2, 2009, Pages 151-172

  Garrido Atienza, María J ^a   Kloeden, Peter E ^b   Neuenkirch, Andreas ^b  

^a UNIVERSITY OF SEVILLE   (Spain)

^b GOETHE UNIVERSITY   (Germany)

Author keywords

Fractional Brownian motion; Implicit Euler scheme; One sided dissipative Lipschitz condition; Random attractor; Random dynamical system

Indexed keywords

FRACTIONAL BROWNIAN MOTION; IMPLICIT EULER SCHEME; ONE-SIDED DISSIPATIVE LIPSCHITZ CONDITION; RANDOM ATTRACTOR; RANDOM DYNAMICAL SYSTEM;

DYNAMICAL SYSTEMS; STOCHASTIC SYSTEMS;

BROWNIAN MOVEMENT;

EID: 70449519425     PISSN: 00954616     EISSN: 14320606     Source Type: Journal    
DOI: 10.1007/s00245-008-9062-9     Document Type: Article

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