Pages that link to "Item:Q2518618"
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The following pages link to Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618):
Displaying 19 items.
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion (Q424708) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Controlled differential equations as Young integrals: a simple approach (Q710514) (← links)
- Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion (Q843959) (← links)
- Milstein's type schemes for fractional SDEs (Q985345) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion (Q1755930) (← links)
- Optimal pointwise approximation of SDEs based on Brownian motion at discrete points (Q1769404) (← links)
- Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
- Discretizing the fractional Lévy area (Q2267547) (← links)
- Optimal approximation of SDE's with additive fractional noise (Q2507586) (← links)
- Approximation of stochastic differential equations driven by step fractional Brownian motion (Q2898827) (← links)
- Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394) (← links)
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- (Q5479934) (← links)
- The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454) (← links)
- Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion (Q6173549) (← links)
