Milstein's type schemes for fractional SDEs (Q985345): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Milstein's type schemes for fractional SDEs |
scientific article |
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Milstein's type schemes for fractional SDEs (English)
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21 July 2010
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fractional Brownian motion
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weighted power variations
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stochastic differential equation
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Milstein's type scheme
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exact rate of convergence
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