scientific article
From MaRDI portal
Publication:3526634
zbMath1148.60034arXivmath/0511027MaRDI QIDQ3526634
Publication date: 25 September 2008
Full work available at URL: https://arxiv.org/abs/math/0511027
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Related Items (16)
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION ⋮ Convergence in total variation to a mixture of Gaussian laws ⋮ Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than \(1/2\) ⋮ Operators associated with a stochastic differential equation driven by fractional Brownian motions ⋮ Error analysis for approximations to one-dimensional SDEs via the perturbation method ⋮ Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion ⋮ A central limit theorem for some generalized martingale arrays ⋮ Central and non-central limit theorems for weighted power variations of fractional Brownian motion ⋮ A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion ⋮ Correcting Newton-Côtes integrals by Lévy areas ⋮ Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\) ⋮ Controlled differential equations as Young integrals: a simple approach ⋮ Milstein's type schemes for fractional SDEs ⋮ Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion ⋮ A tree approach to \(p\)-variation and to integration ⋮ Some linear fractional stochastic equations
This page was built for publication: