Pages that link to "Item:Q2257577"
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The following pages link to Weak and strong discrete-time approximation of fractional SDEs (Q2257577):
Displaying 13 items.
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Weak approximation of fractional SDEs: the Donsker setting (Q638206) (← links)
- On weak approximations of integrals with respect to fractional Brownian motion (Q1004279) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Approximations of fractional stochastic differential equations by means of transport processes (Q2787485) (← links)
- Discrete Approximations of Strong Solutions of Reflecting SDEs with Discontinuous Coefficients (Q3184383) (← links)
- Computational Science - ICCS 2004 (Q5712717) (← links)
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation (Q5875190) (← links)
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs (Q5965373) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)
