Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562)
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scientific article; zbMATH DE number 7374104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation |
scientific article; zbMATH DE number 7374104 |
Statements
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (English)
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22 July 2021
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locally Lipschitz drift
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fractional Brownian motion
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implicit Euler scheme
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optimal strong convergence rate
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interest rate models
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