Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion (Q5368783)
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scientific article; zbMATH DE number 6789311
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion |
scientific article; zbMATH DE number 6789311 |
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Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion (English)
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10 October 2017
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fractional Brownian motion
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modified Euler approximation
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rate of convergence
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stochastic differential equation
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