Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091)
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scientific article; zbMATH DE number 7623987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions |
scientific article; zbMATH DE number 7623987 |
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Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (English)
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28 November 2022
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fractional Brownian motion
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modified Milstein scheme
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optimal convergence rate
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rough path theory
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stochastic backward error analysis
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