Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871)
From MaRDI portal
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 |
scientific article |
Statements
Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (English)
0 references
10 May 2019
0 references
stochastic differential equation
0 references
numerical approximation
0 references
rate of convergence
0 references
inverse subordinator
0 references
random time change
0 references
time-changed Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
