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

From MaRDI portal
Normalize DOI.
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1214/ECP.V15-1561 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1214/ECP.V15-1561 / rank
 
Normal rank

Latest revision as of 23:18, 9 December 2024

scientific article
Language Label Description Also known as
English
Weak approximation of fractional SDEs: the Donsker setting
scientific article

    Statements

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

    Identifiers