First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (Q1737956): Difference between revisions

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Latest revision as of 13:04, 18 August 2024

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First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
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    First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (English)
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    24 April 2019
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    rough paths
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    discrete sewing lemma
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    fractional Brownian motion
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    stochastic differential equations
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    Euler scheme
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    asymptotic error distributions
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