Weak approximation of a fractional SDE

Reference : Weak approximation of a fractional SDE


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19279

Title :	Weak approximation of a fractional SDE
Language :	English
Author, co-author :	Bardina, Xavier [> >]
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Rovira, Carlos [> >]
	Tindel, Samy [> >]
Publication date :	2010
Journal title :	Stochastic Processes and Their Applications
Publisher :	Elsevier Science
Volume :	120
Pages :	39-65
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0304-4149
Permalink :	http://hdl.handle.net/10993/19279

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Open access	weak.pdf		Author preprint	352.63 kB	View/Open

All documents in ORBi^lu are protected by a user license.