Pages that link to "Item:Q2469648"
From MaRDI portal
The following pages link to Correcting Newton-Côtes integrals by Lévy areas (Q2469648):
Displayed 8 items.
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- Trees and asymptotic expansions for fractional stochastic differential equations (Q838310) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Error analysis for approximations to one-dimensional SDEs via the perturbation method (Q2176813) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Weak approximation of a fractional SDE (Q2654159) (← links)
- OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS (Q3520439) (← links)
- Some linear fractional stochastic equations (Q5485914) (← links)