Taylor schemes for rough differential equations and fractional diffusions (Q727475)
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scientific article
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| default for all languages | No label defined |
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| English | Taylor schemes for rough differential equations and fractional diffusions |
scientific article |
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Taylor schemes for rough differential equations and fractional diffusions (English)
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7 December 2016
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rough differential equations
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stochastic differential equations
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fractional Brownian motion
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numerical approximation
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Taylor schemes
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almost sure convergence rate
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\(L^p\)-convergence rate
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generalized Leibniz rule
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multiple integrals
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0.91722304
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0.9012643
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0.89596045
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0.89589465
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0.8831452
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0.8817233
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0.88109434
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0.88104784
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0.88080525
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