Strong convergence rate of Runge--Kutta methods and simplified step-$N$ Euler schemes for SDEs driven by fractional Brownian motions (Q6293665)
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scientific article; zbMATH DE number 7528288
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English | Strong convergence rate of Runge--Kutta methods and simplified step-$N$ Euler schemes for SDEs driven by fractional Brownian motions |
scientific article; zbMATH DE number 7528288 |
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8 November 2017
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math.NA
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