scientific article; zbMATH DE number 3033597
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Publication:5773331
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(5)- Discretization of the Lamperti representation of a positive self-similar Markov process
- Asymptotic error distributions for the Euler method for stochastic differential equations
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- Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel
- Integrated volatility and round-off error
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