Article (Scientific journals)
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Neuenkirch, Andreas; Nourdin, Ivan
2008In Journal of Theoretical Probability, 20 (4), p. 871-899
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Disciplines :
Mathematics
Author, co-author :
Neuenkirch, Andreas
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Publication date :
2008
Journal title :
Journal of Theoretical Probability
ISSN :
1572-9230
Publisher :
Springer, New York, United States - New York
Volume :
20
Issue :
4
Pages :
871-899
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014

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