An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter (Q3114549): Difference between revisions

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English	An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter	scientific article

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title

An estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameter (English)

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Theory of Probability and Mathematical Statistics

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publication date

19 February 2012

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic calculus for fractional Brownian motion and related processes.

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Q3075629

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Differential equations driven by fractional Brownian motion

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Q4004325

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Q4319807

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Poisson Approximation of Increment Processes with Markov Switching

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Q4672381

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Lévy Approximation of Increment Processes with Markov Switching

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Q4508112

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Q4936229

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Q4096185

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Identifiers

zbMATH Open document ID

1232.60052

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DOI

10.1090/S0094-9000-2011-00828-9

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:3114549

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-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Q3075629
@@ Property / cites work: Q3075629 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4319807
@@ Property / cites work: Q4319807 / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson Approximation of Increment Processes with Markov Switching
+Normal rank
@@ Property / cites work @@
+Q4672381
@@ Property / cites work: Q4672381 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Approximation of Increment Processes with Markov Switching
+Normal rank
@@ Property / cites work @@
+Q4508112
@@ Property / cites work: Q4508112 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4936229
@@ Property / cites work: Q4936229 / rank @@
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@@ Property / cites work @@
+Q4096185
@@ Property / cites work: Q4096185 / rank @@
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+Publication:3114549