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


Neuenkirch, Andreas ; Shalaiko, Taras


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 (Neuenkirch 2013-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Neuenkirch, Andreas ; Shalaiko, Taras (2015) The relation between mixed and rough SDEs and its application to numerical methods. Stochastic Analysis and Applications Philadelphia, Pa. 33 5 927-942 [Article]


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