Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
Andreas NeuenkirchIvan Nourdin
所有作者
Andreas NeuenkirchIvan Nourdin
文献摘要
In this paper, we derive the exact rate of convergence of some approximation
schemes associated to scalar stochastic differential equations driven by a
fractional Brownian motion with Hurst index H.