Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394): Difference between revisions

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-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
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@@ Property / author @@
+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion and Applications
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@@ Property / cites work @@
+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
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+ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION
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@@ Property / cites work @@
+Q3752135
@@ Property / cites work: Q3752135 / 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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@@ Property / cites work @@
+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
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@@ Property / cites work @@
+Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
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