Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions (Q5077041)
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scientific article; zbMATH DE number 7528288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions |
scientific article; zbMATH DE number 7528288 |
Statements
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions (English)
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17 May 2022
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fractional Brownian motion
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strong convergence rate
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Runge-Kutta method
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simplified step-\(N\) Euler scheme
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