Title of article :
Optimal approximation of SDEʹs with additive fractional noise
Author/Authors :
Andreas Neuenkirch، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
16
From page :
459
To page :
474
Keywords :
fractional Brownian motion , Exact rate of convergence , lower bounds , Malliavin calculus , Pathwiseapproximation , Stochastic differential equations
Journal title :
Journal of Complexity
Serial Year :
2006
Journal title :
Journal of Complexity
Record number :
292094
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=292094
