Discretizing the fractional Lévy area (Q2267547): Difference between revisions

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+Operators associated with a stochastic differential equation driven by fractional Brownian motions
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+Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
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+Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
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+Partial differential equations driven by rough paths
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+Non-degeneracy of Wiener functionals arising from rough differential equations
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+Stochastic analysis, rough path analysis and fractional Brownian motions.
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+Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
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+Multidimensional Stochastic Processes as Rough Paths
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+Controlling rough paths
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+Milstein's type schemes for fractional SDEs
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+Ergodicity of stochastic differential equations driven by fractional Brownian motion
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+A survey of numerical methods for stochastic differential equations
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+System Control and Rough Paths
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+The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
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+Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
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+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
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+Delay equations driven by rough paths
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+A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
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+Central and non-central limit theorems for weighted power variations of fractional Brownian motion
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+Central limit theorems for sequences of multiple stochastic integrals
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+The rough path associated to the multidimensional analytic fBm with any Hurst parameter
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+Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
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