Milstein's type schemes for fractional SDEs

Gradinaru, Mihai; Nourdin, Ivan

doi:10.1214/08-AIHP196

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Article (Scientific journals)

Milstein's type schemes for fractional SDEs

Gradinaru, Mihai; Nourdin, Ivan

2009 • In Annales de l'Institut Henri Poincare (B) Probability & Statistics, 45 (4), p. 1085-1098

Peer reviewed

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https://hdl.handle.net/10993/19288

DOI
10.1214/08-AIHP196

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Disciplines :

Mathematics

Author, co-author :

Gradinaru, Mihai

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Milstein's type schemes for fractional SDEs

Publication date :

2009

Journal title :

Annales de l'Institut Henri Poincare (B) Probability & Statistics

ISSN :

0246-0203

Publisher :

Elsevier Science

Volume :

Issue :

Pages :

1085-1098

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 23 December 2014

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