Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates (Q6596211)
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scientific article; zbMATH DE number 7904809
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| English | Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates |
scientific article; zbMATH DE number 7904809 |
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Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates (English)
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2 September 2024
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rough paths
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discrete sewing lemma
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fractional Brownian motion
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stochastic differential equations
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Euler scheme
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asymptotic error distributions
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