scientific article; zbMATH DE number 1799738

MaRDI QIDQ3146432zbMATH OpenFDO

Authors K. Kubilius

Publication date 19 January 2003

zbMATH Keywords

convergence rateMilstein-type approximationstochastic integral equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited in

(6)

• On tightness of solutions of stochastic integral equations driven by p-semimartingales
• The \(p\)-variation and an extension of the class of semimartingales
• Comportement asymptotique des marches aleatoires associees aux polynomes de Gegenbauer et applications
• Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
• scientific article; zbMATH DE number 19570 (Why is no real title available?)
• On Stratonovich integral equations driven by continuous \(p\)-semimartingales

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