Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion (Q895913)

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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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