The relation between mixed and rough SDEs and its application to numerical methods

DOI:	https://doi.org/10.1080/07362994.2015.1055768
URL:	https://www.tandfonline.com/doi/full/10.1080/07362...
Additional URL:	http://arxiv.org/pdf/1504.07211v1.pdf
Document Type:	Article
Year of publication:	2015
The title of a journal, publication series:	Stochastic Analysis and Applications
Volume:	33
Issue number:	5
Page range:	927-942
Place of publication:	Philadelphia, Pa.
Publishing house:	Taylor & Francis
ISSN:	0736-2994 , 1532-9356
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics