Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167)
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scientific article
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| English | Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators |
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Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (English)
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12 August 2021
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stochastic differential equation
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numerical approximation
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rate of convergence
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inverse subordinator
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random time change
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time-changed Brownian motion
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0.845167338848114
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0.8392446637153625
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0.7702329158782959
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0.7678409218788147
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0.7663035988807678
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