Pages that link to "Item:Q727475"
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The following pages link to Taylor schemes for rough differential equations and fractional diffusions (Q727475):
Displaying 5 items.
- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (Q1737956) (← links)
- Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060) (← links)
- Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (Q2240822) (← links)
- Convergence of trapezoid rule to rough integrals (Q6187888) (← links)
- Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates (Q6596211) (← links)
