The Euler approximation of stochastic differential equations driven by  a fractional Brownian motion

Kęstutis Kubilius

doi:10.15388/LMD.1998.37713

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Kęstutis Kubilius

Institute of Mathematics and Informatics

Published 1998-12-14

https://doi.org/10.15388/LMD.1998.37713

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Kubilius, K. (1998) “The Euler approximation of stochastic differential equations driven by a fractional Brownian motion”, Lietuvos matematikos rinkinys, 38(II), pp. 96–100 . doi:10.15388/LMD.1998.37713.

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