Milstein's type schemes for fractional SDEs (Q985345): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0702317 / rank | |||
Normal rank | |||
Revision as of 19:24, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Milstein's type schemes for fractional SDEs |
scientific article |
Statements
Milstein's type schemes for fractional SDEs (English)
0 references
21 July 2010
0 references
fractional Brownian motion
0 references
weighted power variations
0 references
stochastic differential equation
0 references
Milstein's type scheme
0 references
exact rate of convergence
0 references
