Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228)
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scientific article; zbMATH DE number 6171108
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| English | Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion |
scientific article; zbMATH DE number 6171108 |
Statements
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (English)
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6 June 2013
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fractional Brownian motion
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mixed stochastic differential equation
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pathwise integral
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Euler approximation
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0.8502456
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0.82950634
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0.8278401
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0.82406634
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0.81381327
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0.80426943
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0.80326426
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