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

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Cited in

(8)

On the exact and -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
$\epsilon$-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Power Brownian motion: an Ornstein-Uhlenbeck lookout
Strong approximation of some particular one-dimensional diffusions

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