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

@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+A course on rough paths. With an introduction to regularity structures
+Normal rank
@@ Property / cites work @@
+Convergence rates for the full Gaussian rough paths
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+Controlling rough paths
@@ Property / cites work: Controlling rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
+Normal rank
@@ Property / cites work @@
+On the Convergence of Ordinary Integrals to Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+On the relation between ordinary and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank