Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion

Title
Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 118, Issue 12, Pages 2294-2333
Publisher
Elsevier BV
Online
2008-01-10
DOI
10.1016/j.spa.2008.01.002

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