Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion
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Publication:6660188
DOI10.1007/S10959-024-01392-8MaRDI QIDQ6660188
Publication date: 10 January 2025
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
fractional Brownian motionconvergence rateCrank-Nicolson schemeMilstein schemeasymptotic error distribution
Cites Work
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