The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (Q3194573)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods |
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The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods (English)
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20 October 2015
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stochastic differential equations
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rough paths
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Brownian motion
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fractional Brownian motion
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correction formula
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numerical methods
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