Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423)
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scientific article; zbMATH DE number 7361701
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| English | Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion |
scientific article; zbMATH DE number 7361701 |
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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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0.901664972305298
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0.8906910419464111
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0.8736782670021057
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0.8733508586883545
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0.8671476244926453
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