Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228): Difference between revisions
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Latest revision as of 09:06, 30 July 2024
scientific article; zbMATH DE number 6171108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion |
scientific article; zbMATH DE number 6171108 |
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Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (English)
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6 June 2013
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fractional Brownian motion
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mixed stochastic differential equation
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pathwise integral
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Euler approximation
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