A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion (Q2958722)
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| English | A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion |
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3 February 2017
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stochastic differential equation
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time-changed Brownian motion
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numerical methods
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weak approximation
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strong approximation
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convergence order
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inverse subordinator
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math.PR
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0.863445520401001
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0.8392446637153625
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0.8159353137016296
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0.7943325042724609
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