Convergence rates for the full Gaussian rough paths
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Publication:2438259
DOI10.1214/12-AIHP507zbMath1295.60045arXiv1108.1099OpenAlexW2962818043MaRDI QIDQ2438259
Sebastian Riedel, Peter K. Friz
Publication date: 10 March 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.1099
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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