ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations

Cites Work

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Cited In (8)

$\epsilon$-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
On the exact and $\varepsilon$-strong simulation of (jump) diffusions
A strong uniform approximation of fractional Brownian motion by means of transport processes
Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
$\varepsilon$-strong simulation of the Brownian path
Simulation of a strictly φ-sub-Gaussian generalized fractional Brownian motion
Power Brownian motion: an Ornstein-Uhlenbeck lookout
Strong approximation of some particular one-dimensional diffusions

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