Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Yuliya S. Mishura / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Georgiy M. Shevchenko / rank | |||
Normal rank | |||
Revision as of 07:51, 15 February 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)
0 references
6 June 2013
0 references
fractional Brownian motion
0 references
mixed stochastic differential equation
0 references
pathwise integral
0 references
Euler approximation
0 references
