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References from Strong convergence rate of stochastic theta-method for SDEs with singular drift and fractional noise. Local targets link to admitted publications; unresolved targets remain external evidence.
Fractional Brownian motions, fractional noises and applications
10.1137/1010093 · 1968 · External reference
Stochastic calculus with respect to Gaussian processes
10.1214/aop/1008956692 · 2001 · External reference
A singular stochastic differential equation driven by fractional Brownian motion
10.1016/j.spl.2008.01.080 · 2008 · External reference
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
10.1016/j.cam.2022.114804 · 2023 · External reference
Unresolved reference
2006 · External reference
Approximating stochastic evolution equations with additive white and rough noises
10.1137/16m1056122 · 2017 · External reference
Signal detection in fractional Gaussian noise
10.1109/18.21218 · 1988 · External reference
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
10.1016/j.jde.2022.03.015 · 2022 · External reference
Some martingales from a fractional Brownian motion and applications
2005 · External reference
An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
10.1088/1361-6420/ab6503 · 2020 · External reference
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
10.1214/17-aap1374 · 2019 · External reference
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
10.1080/00207160.2024.2327615 · 2024 · External reference
Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems
10.1093/imanum/drae019 · 2025 · External reference
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions
10.1016/j.jde.2022.10.042 · 2023 · External reference
Approximation of SDEs: a stochastic sewing approach
10.1007/s00440-021-01080-2 · 2021 · External reference
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional B motion
10.1007/s10543-023-00981-z · 2023 · External reference
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion
10.1016/j.spa.2019.07.014 · 2020 · External reference
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation
10.1017/prm.2020.60 · 2021 · External reference
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion
10.1016/j.cam.2024.115902 · 2024 · External reference
Stochastic analysis of the fractional Brownian motion
10.1023/a:1008634027843 · 1999 · External reference
Integration with respect to fractal functions and stochastic calculus. I
10.1007/s004400050171 · 1998 · External reference
Unresolved reference
2008 · External reference
Sample path properties of anisotropic Gaussian random fields
2009 · External reference
Tests for Hurst effect
10.1093/biomet/74.1.95 · 1987 · External reference
