Search

Keywords: Only selected keywords:

Journal:

Author:

ISSN:

Search results:

Artykuły:

A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion

AbstractDownload articleDownload article

Stochastic differential equation, numerical approximation, order of convergence, time-changed Brownian motion, inverse subordinator

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout