Pages that link to "Item:Q3013847"
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The following pages link to Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (Q3013847):
Displaying 7 items.
- Approximation of fractional Brownian motion by martingales (Q479168) (← links)
- Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
- Limit theorem for a differential equation with a long-range random coefficient (Q1426571) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Approximation of stochastic differential equations driven by step fractional Brownian motion (Q2898827) (← links)
- Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion (Q2909976) (← links)
- Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input (Q4937408) (← links)