A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (January 2021)
- Record Type:
- Journal Article
- Title:
- A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (January 2021)
- Main Title:
- A note on Euler method for the overdamped generalized Langevin equation with fractional noise
- Authors:
- Dai, Xinjie
Xiao, Aiguo - Abstract:
- Abstract: This paper generalizes the existing convergence result of Euler method for the overdamped generalized Langevin equation with fractional noise by Fang and Li (2020). In particular, several new techniques are developed.
- Is Part Of:
- Applied mathematics letters. Volume 111(2020)
- Journal:
- Applied mathematics letters
- Issue:
- Volume 111(2020)
- Issue Display:
- Volume 111, Issue 2020 (2020)
- Year:
- 2020
- Volume:
- 111
- Issue:
- 2020
- Issue Sort Value:
- 2020-0111-2020-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-01
- Subjects:
- Generalized Langevin equation -- Fractional Brownian motion -- Weakly singular kernel -- Euler method -- Convergence rate
Applied mathematics -- Periodicals
519.05 - Journal URLs:
- http://www.sciencedirect.com/science/journal/08939659 ↗
http://www.elsevier.com/journals ↗ - DOI:
- 10.1016/j.aml.2020.106669 ↗
- Languages:
- English
- ISSNs:
- 0893-9659
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 1573.880000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 14023.xml