The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Stochastics

Volumn 80, Issue 5, 2008, Pages 489-511

  Mishura, Yu ^a   Shevchenko, G ^a  

^a TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

Euler approximations; Fractional Brownian motion; Fractional white noise; Rate of convergence; Stochastic differential equations

Indexed keywords

EID: 52149107530     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500802024892     Document Type: Article

References (11)

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