The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (Q3541206): Difference between revisions
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| Property / cites work: A General Fractional White Noise Theory And Applications To Finance / rank | |||
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| Property / cites work: FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE / rank | |||
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| Property / cites work: Q4004325 / rank | |||
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| Property / cites work: Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion / rank | |||
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| Property / cites work: Integration with respect to fractal functions and stochastic calculus. I / rank | |||
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Latest revision as of 21:11, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion |
scientific article |
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The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (English)
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25 November 2008
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Euler approximations
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stochastic differential equations
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fractional Brownian motion
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fractional white noise
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rate of convergence
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