The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
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Publication:3541206
DOI10.1080/17442500802024892zbMath1154.60046arXiv0705.1773MaRDI QIDQ3541206
Yuliya S. Mishura, Georgiy M. Shevchenko
Publication date: 25 November 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.1773
rate of convergence; fractional Brownian motion; stochastic differential equations; Euler approximations; fractional white noise
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G18: Self-similar stochastic processes
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