Pages that link to "Item:Q1780711"
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The following pages link to Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion. (Q1780711):
Displaying 15 items.
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Controlled differential equations as Young integrals: a simple approach (Q710514) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Indirect inference in fractional short-term interest rate diffusions (Q2227436) (← links)
- Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
- Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises (Q6157440) (← links)
- Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (Q6660188) (← links)
