Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion

5 references·1 citing·19 second hop

FromToDepth

this work references cited by second hop

References

1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
1999Essentials of Stochastic Finance412 cited
2000ESSENTIALS OF STOCHASTIC FINANCE301 cited
2003Measuring anti-correlations in the nordic electricity spot market by wavelets117 cited
2006On numerical solution of stochastic partial differential equations of elliptic type47 cited

Cited by

2020Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions19 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work