scientific article; zbMATH DE number 5042364

zbMath1096.65004MaRDI QIDQ5479934

Andreas Neuenkirch

Publication date: 25 July 2006

Full work available at URL: http://www.shaker.de/de/content/catalogue/index.asp?lang=de&ID=8&ISBN=978-3-8322-5083-6

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergencefractional Brownian motionGaussian processstochastic differential equationserror boundsHurst parameteradditive fractional noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Optimal global approximation of stochastic differential equations with additive Poisson noise ⋮ Optimal sampling design for global approximation of jump diffusion stochastic differential equations ⋮ Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion

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