"Numerical approximation of SDEs driven by fractional Brownian motion for ..."

Utku Erdogan, Gabriel J. Lord, Roy B. Schieven (2024)

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DOI: 10.48550/ARXIV.2404.07013

access: open

type: Informal or Other Publication

metadata version: 2024-05-16

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  - journals/corr/abs-2404-07013
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  - https://dblp.org/rec/journals/corr/abs-2404-07013
Utku Erdogan, Gabriel J. Lord, Roy B. Schieven:
Numerical approximation of SDEs driven by fractional Brownian motion for all H∈(0, 1) using WIS integration. CoRR abs/2404.07013 (2024)

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