Mishura, Yuliya S. and Shevchenko, Georgiy M.. "Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion"
Random Operators and Stochastic Equations, vol. 19, no. 4, 2011, pp. 387-406.
https://doi.org/10.1515/ROSE.2011.021
Mishura, Y. & Shevchenko, G. (2011). Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion.
Random Operators and Stochastic Equations,
19(4), 387-406.
https://doi.org/10.1515/ROSE.2011.021
Mishura, Y. and Shevchenko, G. (2011) Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Random Operators and Stochastic Equations, Vol. 19 (Issue 4), pp. 387-406.
https://doi.org/10.1515/ROSE.2011.021
Mishura, Yuliya S. and Shevchenko, Georgiy M.. "Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion"
Random Operators and Stochastic Equations 19, no. 4 (2011): 387-406.
https://doi.org/10.1515/ROSE.2011.021
Mishura Y, Shevchenko G. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion.
Random Operators and Stochastic Equations. 2011;19(4): 387-406.
https://doi.org/10.1515/ROSE.2011.021
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