Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871): Difference between revisions
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Latest revision as of 16:01, 31 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients |
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Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (English)
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10 May 2019
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stochastic differential equation
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numerical approximation
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rate of convergence
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inverse subordinator
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random time change
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time-changed Brownian motion
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