Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
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Publication:5875190
DOI10.1080/03610926.2021.1901924OpenAlexW3136196843MaRDI QIDQ5875190
Jun Wang, Zheng Tang, Guang Jun Shen
Publication date: 3 February 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1901924
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)
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