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08/25/2023
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
We discuss a system of stochastic differential equations with a stiff li...
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07/10/2023
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion
In this paper, we investigate large-scale linear systems driven by a fra...
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09/21/2021