Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions (Q6363379)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions |
scientific article |
Statements
21 March 2021
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math.NA
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cs.NA
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math.PR
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