E-strong simulation of fractional brownian motion and related stochastic differential equations
Yi Chen, Jing Dong, Hao Ni
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Yi ; Dong, Jing ; Ni, Hao |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 46.2021, 2, p. 559-594
|
| Subject: | fractional Brownian motion | stochastic differential equation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2020.1078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012582184