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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+Yuliya S. Mishura
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+Mixed fractional Brownian motion
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+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
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+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
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+Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2
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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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Latest revision as of 18:57, 27 January 2025

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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instance of

scholarly article

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title

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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published in

Random Operators and Stochastic Equations

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publication date

6 June 2013

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full work available at URL

https://arxiv.org/abs/1111.1845

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zbMATH Keywords

fractional Brownian motion