Rough path recursions and diffusion approximations
type: Item
instance of: scholarly article
title: Rough path recursions and diffusion approximations
zbMATH Open document ID: 1335.60093
DOI: 10.1214/15-AAP1096
published in: The Annals of Applied Probability
publication date: 2016-03-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/1402.3188
full work available at URL: https://projecteuclid.org/euclid.aoap/1452003244
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 39A50
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6554525
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: rough path theory
zbMATH Keywords: diffusion limits
zbMATH Keywords: non-semimartingale
zbMATH Keywords: numerical schemes
MaRDI profile type: Publication
arXiv ID: 1402.3188
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author: David Kelly
description: scientific article; zbMATH DE number 6554525