A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion |
scientific article |
Statements
A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (English)
0 references
4 June 2012
0 references