Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

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Publication:292925

DOI10.1214/15-AAP1114zbMath1339.60095arXiv1408.6471OpenAlexW1660520955MaRDI QIDQ292925

David Nualart, Yanghui Liu, Yaozhong Hu

Publication date: 9 June 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.6471




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