Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions |
scientific article |
Statements
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (English)
0 references
9 June 2016
0 references
stochastic differential equations
0 references
fractional Brownian motion
0 references
Euler scheme
0 references
fractional calculus
0 references
Malliavin calculus
0 references
fourth moment theorem
0 references
\(L^{p}\)-convergence
0 references
weak convergence
0 references
