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Article (Scientific journals)
Weak approximation of a fractional SDE
Bardina, Xavier; Nourdin, Ivan; Rovira, Carlos et al.
2010 • In Stochastic Processes and Their Applications, 120, p. 39-65
Peer reviewed
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https://hdl.handle.net/10993/19279
DOI
10.1016/j.spa.2009.10.008
 

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Disciplines :
Mathematics
Author, co-author :
Bardina, Xavier
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Rovira, Carlos
Tindel, Samy
Language :
English
Title :
Weak approximation of a fractional SDE
Publication date :
2010
Journal title :
Stochastic Processes and Their Applications
ISSN :
0304-4149
Publisher :
Elsevier Science
Volume :
120
Pages :
39-65
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 23 December 2014

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