Reference : Exact rate of convergence of some approximation schemes associated to SDEs driven by ...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19295
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
English
Neuenkirch, Andreas []
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2008
Journal of Theoretical Probability
Springer
20
4
871-899
Yes (verified by ORBilu)
International
0894-9840
1572-9230
New York
NY
http://hdl.handle.net/10993/19295

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