Weak and strong discrete-time approximation of fractional SDEs (Q2257577)
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scientific article; zbMATH DE number 6408124
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| English | Weak and strong discrete-time approximation of fractional SDEs |
scientific article; zbMATH DE number 6408124 |
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Weak and strong discrete-time approximation of fractional SDEs (English)
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25 February 2015
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fractional stochastic differential equations
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discrete-time approximations
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fractional Brownian motion
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Gaussian processes
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0.94608355
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