Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion

Reference : Exact rate of convergence of some approximation schemes associated to SDEs driven by ...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19295

Title :	Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Language :	English
Author, co-author :	Neuenkirch, Andreas []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2008
Journal title :	Journal of Theoretical Probability
Publisher :	Springer
Volume :	20
Issue/season :	4
Pages :	871-899
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0894-9840
e-ISSN :	1572-9230
City :	New York
Country :	NY
Permalink :	http://hdl.handle.net/10993/19295

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Open access	neuenkirch-nourdin2006.pdf		Author preprint	281.93 kB	View/Open

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