Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228): Difference between revisions

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

Statements

instance of

scholarly article

0 references

title

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (English)

0 references

published in

Random Operators and Stochastic Equations

0 references

publication date

6 June 2013

0 references

full work available at URL

https://arxiv.org/abs/1111.1845

0 references

zbMATH Keywords

fractional Brownian motion

0 references

mixed stochastic differential equation

0 references

pathwise integral

0 references

Euler approximation

0 references

author

Yuliya S. Mishura

0 references

Georgiy M. Shevchenko

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Mixed fractional Brownian motion

0 references

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

0 references

The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.

0 references

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2

0 references

Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion

0 references

Identifiers

zbMATH Open document ID

1290.60069

0 references

DOI

10.1515/ROSE.2011.021

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4923228

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
-Normal rank
@@ Property / Wikidata QID @@
+Q115235790
@@ Property / Wikidata QID: Q115235790 / rank @@
+Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
+Normal rank
@@ Property / author @@
+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1845
@@ Property / arXiv ID: 1111.1845 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed fractional Brownian motion
@@ Property / cites work: Mixed fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
+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 @@
+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 @@
+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
+Normal rank
@@ Property / OpenAlex ID @@
+W3106393920
@@ Property / OpenAlex ID: W3106393920 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4923228