Euler scheme for fractional delay stochastic differential equations by rough paths techniques (Q2153083)
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scientific article; zbMATH DE number 7552177
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| default for all languages | No label defined |
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| English | Euler scheme for fractional delay stochastic differential equations by rough paths techniques |
scientific article; zbMATH DE number 7552177 |
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Euler scheme for fractional delay stochastic differential equations by rough paths techniques (English)
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1 July 2022
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fractional Brownian motion
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stochastic differential equations
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rough paths
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discrete time approximation
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0.8722727298736572
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0.8242575526237488
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0.814818799495697
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0.8118423223495483
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