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Weak approximation of a fractional SDE - MaRDI portal

Weak approximation of a fractional SDE (Q2654159)

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Weak approximation of a fractional SDE
scientific article

    Statements

    title
    Weak approximation of a fractional SDE (English)
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    author
    Xavier Bardina
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    Ivan Nourdin
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    Carles Rovira
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    Samy Tindel
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    publication date
    15 January 2010
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    zbMATH Keywords
    weak approximation
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    Kac-Stroock type approximation
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    fractional Brownian motion
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    rough paths
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    cites work
    Q4073917
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    Q5665949
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    Q4895006
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    Q4453255
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    Q4811448
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    Identifiers

    zbMATH DE Number
    5658830
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    OpenAlex ID
    W1966787986
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    arXiv ID
    0709.0805
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