Weak approximation of fractional SDEs: the Donsker setting (Q638206): Difference between revisions

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Weak approximation of fractional SDEs: the Donsker setting
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    Weak approximation of fractional SDEs: the Donsker setting (English)
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    9 September 2011
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    weak approximation
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    Kac-Stroock type approximation
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    fractional Brownian motion
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    rough paths
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