Approximation of SDEs: a stochastic sewing approach (Q2067662)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of SDEs: a stochastic sewing approach |
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Approximation of SDEs: a stochastic sewing approach (English)
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18 January 2022
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stochastic differential equations
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regularization by noise
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irregular drift
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strong rate of convergence
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fractional Brownian motion
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0.9102016
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0.8984568
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0.89717853
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0.89332896
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0.8926519
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