Weak and strong discrete-time approximation of fractional SDEs (Q2257577)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Weak and strong discrete-time approximation of fractional SDEs
scientific article

    Statements

    Weak and strong discrete-time approximation of fractional SDEs (English)
    0 references
    0 references
    0 references
    0 references
    25 February 2015
    0 references
    fractional stochastic differential equations
    0 references
    discrete-time approximations
    0 references
    fractional Brownian motion
    0 references
    Gaussian processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references