Milstein's type schemes for fractional SDEs

Reference : Milstein's type schemes for fractional SDEs


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19288

Title :	Milstein's type schemes for fractional SDEs
Language :	English
Author, co-author :	Gradinaru, Mihai []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2009
Journal title :	Annales de l'Institut Henri Poincare (B) Probability & Statistics
Publisher :	Elsevier Science
Volume :	45
Issue/season :	4
Pages :	1085-1098
Peer reviewed :	Yes (verified by ORBi^lu)
ISSN :	0246-0203
Permalink :	http://hdl.handle.net/10993/19288

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