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A note on Euler method for the overdamped generalized Langevin equation with fractional noise
Applied Mathematics Letters ( IF 3.7 ) Pub Date : 2020-08-07 , DOI: 10.1016/j.aml.2020.106669
Xinjie Dai , Aiguo Xiao

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.



中文翻译:

关于分数阶噪声过度阻尼的广义Langevin方程的Euler方法的注记

本文用Fang和Li(2020)推广了带有分数噪声的过阻尼广义Langevin方程的Euler方法的现有收敛结果。特别地,开发了几种新技术。

更新日期:2020-08-07
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