The Euler approximation of stochastic differential equations driven by a fractional Brownian motion
There is not abstract.
Saved in:
Main Author: | Kęstutis Kubilius |
---|---|
Format: | Article |
Language: | English |
Published: |
Vilnius University Press
1998-12-01
|
Series: | Lietuvos Matematikos Rinkinys |
Online Access: | https://ojs.test/index.php/LMR/article/view/37713 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
On approximation of stochastic integrals with respect to a fractional Brownian motion
by: Kęstutis Kubilius
Published: (2005-12-01) -
On weak convergence of an approximation of a fractional Brownian motion
by: Kęstutis Kubilius
Published: (2003-12-01) -
The existence and uniqueness of the solution of the integral equation driven by fractional Brownian motion
by: Kęstutis Kubilius
Published: (2000-12-01) -
Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion
by: Na Song, et al.
Published: (2014-01-01) -
Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays
by: Pengju Duan, et al.
Published: (2021-01-01)