Weak approximation of a fractional SDE
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Publication:2654159
DOI10.1016/j.spa.2009.10.008zbMath1181.60082arXiv0709.0805OpenAlexW1966787986MaRDI QIDQ2654159
Samy Tindel, Xavier Bardina, Carles Rovira, Ivan Nourdin
Publication date: 15 January 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.0805
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
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Weak approximation of a fractional SDE ⋮ Asymptotic behavior of the weak approximation to a class of Gaussian processes ⋮ The complex Brownian motion as a strong limit of processes constructed from a Poisson process ⋮ Approximation of the finite dimensional distributions of multiple fractional integrals ⋮ Approximations of a complex Brownian motion by processes constructed from a Lévy process
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