Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion |
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Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (English)
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16 January 2009
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fractional Brownian motion
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stochastic differential equation
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Lamperti transformation
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conditional expectation
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exact rate of convergence
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chaos decomposition
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McShane's scheme
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