Weak approximation of fractional SDEs: the Donsker setting (Q638206)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of fractional SDEs: the Donsker setting |
scientific article |
Statements
Weak approximation of fractional SDEs: the Donsker setting (English)
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9 September 2011
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weak approximation
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Kac-Stroock type approximation
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fractional Brownian motion
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rough paths
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