Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423)

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Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion
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    Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (English)
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    22 June 2021
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    fractional Brownian motion
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    Lamperti transformation
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    rate of convergence
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    stochastic differential equations
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