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Reference : Exact rate of convergence of some approximation schemes associated to SDEs driven by ... |
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| | Scientific journals : Article | |
| | Physical, chemical, mathematical & earth Sciences : Mathematics
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| | http://hdl.handle.net/10993/19295 | |
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| Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion |
| English |
| Neuenkirch, Andreas [] |
| Nourdin, Ivan [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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