Pages that link to "Item:Q985345"
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The following pages link to Milstein's type schemes for fractional SDEs (Q985345):
Displayed 7 items.
- On Stratonovich and Skorohod stochastic calculus for Gaussian processes (Q373592) (← links)
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion (Q629788) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) (Q971938) (← links)
- Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion (Q982749) (← links)
- Discretizing the fractional Lévy area (Q2267547) (← links)
- The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)