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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| Property / cites work: Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion / rank | |||
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| Property / cites work: The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. / rank | |||
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| 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> > 1/2 / rank | |||
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| Property / cites work: Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion / rank | |||
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Revision as of 11:29, 6 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
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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6 June 2013
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fractional Brownian motion
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mixed stochastic differential equation
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pathwise integral
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Euler approximation
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