Milstein’s type schemes for fractional SDEs-Reference-Cited by-同舟云学术

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Milstein’s type schemes for fractional SDEs

Published:2009-11-01 Issue:4 Volume:45 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:

Gradinaru Mihai,Nourdin Ivan

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aihp/1257529893

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. A central limit theorem for some generalized martingale arrays;Electronic Communications in Probability;2023-01-01

3. CEV model equipped with the long-memory;Journal of Computational and Applied Mathematics;2021-06

4. Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions;The Annals of Applied Probability;2021-02-01

5. Discrete rough paths and limit theorems;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2020-08-01

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