Yuan, C., & Zhang, S. (2020). Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 151(4), pp. 1278-1304. doi:10.1017/prm.2020.60
Chicago Style CitationYuan, Chenggui, and Shao-Qin Zhang. "Stochastic Differential Equations Driven By Fractional Brownian Motion With Locally Lipschitz Drift and Their Implicit Euler Approximation." Proceedings of the Royal Society of Edinburgh: Section A Mathematics 151, no. 4 (2020): 1278-1304.
MLA CitationYuan, Chenggui, and Shao-Qin Zhang. "Stochastic Differential Equations Driven By Fractional Brownian Motion With Locally Lipschitz Drift and Their Implicit Euler Approximation." Proceedings of the Royal Society of Edinburgh: Section A Mathematics 151.4 (2020): 1278-1304.