First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (Q1737956)
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| English | First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case |
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First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case (English)
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24 April 2019
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rough paths
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discrete sewing lemma
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fractional Brownian motion
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stochastic differential equations
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Euler scheme
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asymptotic error distributions
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0.8748295307159424
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0.8609415292739868
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0.8605911135673523
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0.837177574634552
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0.8368066549301147
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