Weak approximation of fractional SDEs: the Donsker setting (Q638206): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:49, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak approximation of fractional SDEs: the Donsker setting |
scientific article |
Statements
Weak approximation of fractional SDEs: the Donsker setting (English)
0 references
9 September 2011
0 references
weak approximation
0 references
Kac-Stroock type approximation
0 references
fractional Brownian motion
0 references
rough paths
0 references