Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion
fractional Brownian motionconvergence ratestochastic differential equationsCrank-Nicholson schemeweighted Hermite variation
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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