Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises (Q2112269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises |
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Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises (English)
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10 January 2023
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fractional Brownian motion
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Euler scheme
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Malliavin calculus
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rough path
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2D Young integral
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