Year: 2024
Type: article
Abstract: Using the implicit Euler and Milstein approximation schemes, the conditions for the pathwise convergence rate of these approximations to the solution of the fractional SDEs with stochastic forcing are found.
Source: Mathematics
DOI: 10.3390/math12243875
Author: Kęstutis Kubilius
Institution: Vilnius University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
Estimated APC paid: $2,955
OpenAlex ID: W4405248500