Weak approximation of fractional SDEs: the Donsker setting

DOI10.1214/ECP.V15-1561zbMath1225.60091arXiv0907.3030OpenAlexW2124403396MaRDI QIDQ638206

Samy Tindel, Carles Rovira, Xavier Bardina

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.3030

zbMATH Keywords

fractional Brownian motionweak approximationrough pathsKac-Stroock type approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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