deya.neuenkirch.ea:12:milstein-type¶
BibTeX Entry:
@article{deya.neuenkirch.ea:12:milstein-type,
author = {Deya, A. and Neuenkirch, A. and Tindel, S.},
doi = {10.1214/10-AIHP392},
fjournal = {Annales de l'Institut Henri Poincar\'{e} Probabilit\'{e}s et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. Henri Poincar\'{e} Probab. Stat.},
mrclass = {60H35 (60G22 60H10 65C30)},
mrnumber = {2954265},
mrreviewer = {Gon\c{c}alo Dos Reis},
number = {2},
pages = {518--550},
title = {A {M}ilstein-type scheme without {L}\'{e}vy area terms for {SDE}s driven by fractional {B}rownian motion},
url = {https://doi.org/10.1214/10-AIHP392},
volume = {48},
year = {2012}
}