The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Author： Mishura Yu   Shevchenko G.  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.80, Iss.5, 2008-10, pp. : 489-511

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion

By Mishra M.  

Statistical Inference for Stochastic Processes, Vol. 14, Iss. 2, 2011-05 ,pp. : 101-109

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic delay fractional evolution equations driven by fractional Brownian motion

By  

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 38, Iss. 8, 2015-05 ,pp. : 1582-1591

John Wiley & Sons Inc

Access to resources Recommend Favorite

Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations

By Gyongy Istvan   Shmatkov Anton  

Applied Mathematics and Optimization, Vol. 54, Iss. 3, 2006-11 ,pp. : 341-341

Springer Publishing Company

Access to resources Recommend Favorite

A Note on Euler Approximations for Stochastic Differential Equations with Delay

By Gyöngy Istvan   Sabanis Sotirios  

Applied Mathematics and Optimization, Vol. 68, Iss. 3, 2013-12 ,pp. : 391-412

Springer Publishing Company

Access to resources Recommend Favorite

Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

By  

MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 41, Iss. 4, 2018-03 ,pp. : 1410-1423

John Wiley & Sons Inc

Access to resources Recommend Favorite