Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913)
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English | Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion |
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Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (English)
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7 December 2015
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stochastic differential equations
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fractional Brownian motion
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Crank-Nicholson scheme
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weighted Hermite variation
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convergence rate
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