Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions (Q2132956)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions |
scientific article |
Statements
Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions (English)
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28 April 2022
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Brownian motion
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fractional Brownian motion
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Euler approximation
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rate of convergence
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