The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (Q3194573): Difference between revisions

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Latest revision as of 23:10, 10 July 2024

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The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods
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    The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (English)
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    20 October 2015
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    stochastic differential equations
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    rough paths
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    Brownian motion
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    fractional Brownian motion
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    correction formula
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    numerical methods
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