Pages that link to "Item:Q2507586"

The following pages link to Optimal approximation of SDE's with additive fractional noise (Q2507586):

Displaying 27 items.

• Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
• The optimal free knot spline approximation of stochastic differential equations with additive noise (Q390445) (← links)
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• A Milstein-based free knot spline approximation for stochastic differential equations (Q657649) (← 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)
• Milstein's type schemes for fractional SDEs (Q985345) (← links)
• Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
• Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
• Regularization of multiplicative SDEs through additive noise (Q2090611) (← links)
• The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion (Q2170237) (← links)
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
• Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (Q2240822) (← links)
• Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
• Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations (Q2359763) (← links)
• Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion (Q2471123) (← links)
• Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion (Q2518618) (← links)
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
• OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES (Q3548301) (← links)
• Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228) (← links)
• Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients (Q4986425) (← links)
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562) (← links)
• Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
• (Q5479934) (← links)