A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion-Reference-Cited by-同舟云学术

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A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion

Published:2012-05-01 Issue:2 Volume:48 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Deya A.,Neuenkirch A.,Tindel S.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aihp/1334148209

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