Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators |
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Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (English)
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12 August 2021
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stochastic differential equation
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numerical approximation
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rate of convergence
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inverse subordinator
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random time change
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time-changed Brownian motion
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