Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (Q292925)
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scientific article; zbMATH DE number 6590333
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| English | Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions |
scientific article; zbMATH DE number 6590333 |
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Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (English)
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9 June 2016
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stochastic differential equations
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fractional Brownian motion
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Euler scheme
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fractional calculus
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Malliavin calculus
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fourth moment theorem
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\(L^{p}\)-convergence
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weak convergence
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0.8751094341278076
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0.8748295307159424
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0.8367706537246704
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0.8266793489456177
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