Discretizing the fractional Lévy area (Q2267547): Difference between revisions

@@ Property / author @@
-Andreas Neuenkirch
@@ Property / author: Andreas Neuenkirch / rank @@
-Normal rank
@@ Property / author @@
-Jérémie M. Unterberger
@@ Property / author: Jérémie M. Unterberger / rank @@
-Normal rank
@@ Property / author @@
+Andreas Neuenkirch
@@ Property / author: Andreas Neuenkirch / rank @@
+Normal rank
@@ Property / author @@
+Jérémie M. Unterberger
@@ Property / author: Jérémie M. Unterberger / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2132548075
@@ Property / OpenAlex ID: W2132548075 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0497
@@ Property / arXiv ID: 0902.0497 / rank @@
+Normal rank
@@ Property / cites work @@
+Operators associated with a stochastic differential equation driven by fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Partial differential equations driven by rough paths
+Normal rank
@@ Property / cites work @@
+Non-degeneracy of Wiener functionals arising from rough differential equations
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@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
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@@ Property / cites work @@
+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
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+Multidimensional Stochastic Processes as Rough Paths
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@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Milstein's type schemes for fractional SDEs
@@ Property / cites work: Milstein's type schemes for fractional SDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity of stochastic differential equations driven by fractional Brownian motion
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@@ Property / cites work @@
+Q3687398
@@ Property / cites work: Q3687398 / rank @@
+Normal rank
@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
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@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
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@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
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+Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
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+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
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+Delay equations driven by rough paths
@@ Property / cites work: Delay equations driven by rough paths / rank @@
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+A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+Central limit theorems for sequences of multiple stochastic integrals
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+The rough path associated to the multidimensional analytic fBm with any Hurst parameter
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+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
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@@ links / mardi / name / links / mardi / name @@
+Publication:2267547