"Optimal convergence rate of modified Milstein scheme for SDEs with rough ..."

Chuying Huang (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-03-24

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-11544
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-11544
Chuying Huang:
Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions. CoRR abs/2103.11544 (2021)

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