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Mean square stability conjecture for the stochastic theta method in the intermediate parameter range
Consider the time non-homogeneous linear test equation driven by fractional Brownian motion … where $H$ is the Hurst parameter, $\kappa$ is the time-inhomogeneity parameter, and…
Conjectureopenfractional-brownian-motion mean-square-stability stochastic-numerical-analysisarXiv posted 2 days ago

Mean square stability conjecture for the stochastic theta method in the intermediate parameter range