Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675)
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scientific article; zbMATH DE number 6931420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of stochastic processes at random times and application to their exact simulation |
scientific article; zbMATH DE number 6931420 |
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Strong approximation of stochastic processes at random times and application to their exact simulation (English)
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4 September 2018
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strong approximation
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Euler schemes
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iterated Brownian motion
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local time
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fractional Brownian motion
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exact simulation
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