Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7381115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators |
scientific article; zbMATH DE number 7381115 |
Statements
Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (English)
0 references
12 August 2021
0 references
stochastic differential equation
0 references
numerical approximation
0 references
rate of convergence
0 references
inverse subordinator
0 references
random time change
0 references
time-changed Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.845167338848114
0 references
0.8392446637153625
0 references
0.7702329158782959
0 references
0.7678409218788147
0 references
0.7663035988807678
0 references
