Taylor schemes for rough differential equations and fractional diffusions (Q727475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Taylor schemes for rough differential equations and fractional diffusions |
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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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