Taylor schemes for rough differential equations and fractional diffusions (Q727475)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6661730
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Taylor schemes for rough differential equations and fractional diffusions |
scientific article; zbMATH DE number 6661730 |
Statements
Taylor schemes for rough differential equations and fractional diffusions (English)
0 references
7 December 2016
0 references
rough differential equations
0 references
stochastic differential equations
0 references
fractional Brownian motion
0 references
numerical approximation
0 references
Taylor schemes
0 references
almost sure convergence rate
0 references
\(L^p\)-convergence rate
0 references
generalized Leibniz rule
0 references
multiple integrals
0 references
0 references
0 references
0 references
0 references
0.91722304
0 references
0.9012643
0 references
0.89596045
0 references
0.89589465
0 references
0.8831452
0 references
0.8817233
0 references
0.88109434
0 references
0.88104784
0 references
0.88080525
0 references
