Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091): Difference between revisions

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Latest revision as of 23:34, 30 July 2024

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Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions
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    Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (English)
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    28 November 2022
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    fractional Brownian motion
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    modified Milstein scheme
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    optimal convergence rate
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    rough path theory
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    stochastic backward error analysis
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