Discretizing the fractional Lévy area
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Publication:2267547
DOI10.1016/j.spa.2009.10.007zbMath1185.60076arXiv0902.0497OpenAlexW2132548075MaRDI QIDQ2267547
Samy Tindel, Andreas Neuenkirch, Jérémie M. Unterberger
Publication date: 1 March 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.0497
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (15)
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