Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion
author: Kento Ueda
published in: Journal of Theoretical Probability
publication date: 2025-01-10T00:00:00Z
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7964593
zbMATH Keywords: Milstein scheme
zbMATH Keywords: Crank-Nicolson scheme
zbMATH Keywords: convergence rate
zbMATH Keywords: asymptotic error distribution
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
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DOI: 10.1007/S10959-024-01392-8
description: scientific article; zbMATH DE number 7964593