Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (Q6660188)
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scientific article; zbMATH DE number 7964593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 7964593 |
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Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion (English)
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10 January 2025
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Milstein scheme
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Crank-Nicolson scheme
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convergence rate
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asymptotic error distribution
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fractional Brownian motion
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