Pages that link to "Item:Q2507586"
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The following pages link to Optimal approximation of SDE's with additive fractional noise (Q2507586):
Displayed 6 items.
- Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
- OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)