Search

Keywords: Only selected keywords:

Journal:

Author:

ISSN:

Search results:

Artykuły:

Weak convergence of a numerical scheme for stochastic differential equations

DOI: http://dx.doi.org/10.19195/0208-4147.37.1.9

AbstractDownload articleDownload article

Numerical methods, round-off error, stochastic differential equations, weak convergence

Cross-variation of Young integral with respect to long-memory fractional Brownian motions35

AbstractDownload articleDownload article

Fractional Brownian motion, Rosenblatt process, Young integral, Breuer–Major theorem, Taqqu’s theorem, stochastic differential equations

Stochastic differential equations with constraints driven by processes with bounded p-variation

AbstractDownload articleDownload article

Skorokhod problem, p-variation, integral equations, stochastic differential equations with constraints, reflecting boundary condition

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout