Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions
A kind of time-dependent mixed stochastic differential equations driven by Brownian motions and fractional Brownian motions with Hurst parameter $H>\frac{1}{2}$ is considered. We prove that the rate of convergence of Euler approximation of the solutions can be estimated by $O(\delta^{\frac{1}...
| 出版年: | AIMS Mathematics |
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| 主要な著者: | , , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
AIMS Press
2020-02-01
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| 主題: | |
| オンライン･アクセス: | https://www.aimspress.com/article/10.3934/math.2020144/fulltext.html |