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

机译：分数布朗运动驱动的随机微分方程解的Euler近似收敛速度

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Yu. Mishura; G. Shevchenko;
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年度 2012
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1. The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion [J] . Yu Mishura, G. Shevchenko Stochastics: An International Journal of Probability and Stochastic Processes . 2008,第5期

机译：分数布朗运动驱动的随机微分方程解的欧拉逼近解的收敛速度
2. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion [J] . Yuliya S. Mishura, Georgiy M. Shevchenko Random operators and stochastic equations . 2011,第4期

机译：涉及布朗运动和分数布朗运动的混合随机微分方程解的欧拉逼近解的收敛速度
3. Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion [J] . Liu Weiguo, Luo Jiaowan Communications in Statistics . 2017,第15a16期

机译：布朗运动和分数布朗运动驱动随机微分方程的改进欧拉近似
4. Weak solution for backward stochastic differential equations driven by fractional brownian motion [C] . Yanqing Xiao, Jiezhong Zou 2011 International Conference on Multimedia Technology . 2011

机译：分数布朗运动驱动的后向随机微分方程的弱解
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications [O] . Xiao-Li Ding, Juan J. Nieto 2018

机译：分数褐色运动及其应用驱动的多时间尺度分数随机微分方程的分析解
7. The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion [O] . Mishura, Yuliya, Shevchenko, Georgiy 2008

机译：欧拉近似解的收敛速度分数布朗运动驱动的随机微分方程

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

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